Extensive research has found that marriage provides health benefits to individuals. The rise of cohabitation, however, raises questions about whether simply being in an intimate co-residential partnership conveys the same health benefits as marriage. Here we use OLS regression to compare differences between cohabitation and marriage with respect to self-rated health in mid-life, an understudied part of the lifecourse. We pay particular attention to selection mechanisms arising in childhood to investigate how early life conditions shape later life outcomes. We compare results in five countries with different social, economic, and policy contexts. Results show no differences in self-rated health between cohabiting and married people in Norway, Germany, and for Australian women. In the U.K, and U.S., and for Australian men, however, marriage is significantly associated with better health. Much of this association disappears when accounting for childhood disadvantage and union duration in the U.S., Australia, and for British women, but differences persist for British men. Our study indicates that early life conditions can be an important source of selection for explaining marriage benefits, and that policy makers should focus on reducing disadvantage in childhood rather than legislating incentives to marry in adulthood.