This article analyses the health effects of discrimination experiences across several minority groups in Europe. Despite a broad literature advancing the idea that discrimination is a focal point for the social determinants of health among minority groups, research attempting to disentangle the health effects of interpersonal forms of discrimination and harassment from structural forms of discrimination is underexamined. Furthermore, these experiences may impact different minority groups to a greater or lesser extent due to that group's position in the social hierarchy. We address this gap in the literature by analysing the Second European Union Minorities and Discrimination Survey (EU-MIDIS II), including 19,179 respondents in six minority groups across 25 countries. We show that experiencing interpersonal discrimination and harassment has a large and consistent negative effect on the health of respondents across all groups, with some variation across different minority groups. This finding is concerning given how common these experiences are in the European context. We also show a small but consistent relationship across groups between living in segregated neighbourhoods and poorer health, whereas a negative relationship between health and living in overcrowded housing exists only for the Russian minority.