The proportion of the population with a migrant background has been rising in almost all European countries contributing to growing demographic and health differentials in host countries. Existing literature has mostly dealt with the Healthy Immigrant Paradox (HIP) that compares the health of immigrants to the health of natives in the host country. However, little is known about how the health of emigrants who left the home country to migrate elsewhere compares to that of their compatriots who stayed back in the home country. In this paper we study the health – both physical and mental – of European emigrants who live abroad in other European countries, and compare them to their co-ethnics in the European country of origin. First, we examine whether European emigrants or movers have better health than their compatriots when they first emigrate due to positive self-selection in health. Second, we examine whether the emigrants’ health deteriorates over their lifetime in the host country. Our empirical analysis is possible with the Survey of Health, Ageing and Retirement in Europe (SHARE) data. We use waves 1, 2, 4, 5, and 6 or years 2004-2015 and employ event history analysis. Our total sample consists of 125,237 person-years, of whom, 2,945 are emigrants. Our sample covers nine home countries and fourteen host countries in Europe. We estimate multilevel models. For physical health, the dependent variable in one model is the self-reported overall health status; the number of chronic diseases is the dependent variable in another model. For mental health, the dependent variable is the EURO-D depression scale. Overall, our results do not support the HIP for all Europeans’ intra-EU migration. For most Europeans there is no self-selection. A novel finding is that German émigrés have significantly better health than German natives-stayers throughout their migration experience abroad. Another new finding is that French émigrés have better health than the French in France only after they are abroad for a long time. Lastly, Portuguese émigrés’ health is U-shaped with years abroad. Furthermore, while the German émigrés are positively self-selected in mental health when they go abroad, this significant difference disappears quickly after 5 years abroad. Portuguese émigrés are more depressed that Portuguese in Portugal when they are abroad for 11-20 years. French émigrés have the same mental health as their co-natives in France for the first 20 years abroad and become less depressed after that.