Introduction: In this paper we propose an index to measure the state of health of the 28 countries of the European Union. Material and methods: Using the Principal Components Analysis method, we construct the European Health Index as a combination of six dimensions: (1) Working conditions, (2) General state of health, (3) Health system, (4) Quality of Life, (5) Mental health and drug abuse, and (6) Risk health factors, that are in turn made up of 29 distinct variables. Results: We find the Netherlands, Denmark, Sweden and Ireland in the first four positions, and Estonia, Lithuania, Poland and Bulgaria at the end of the ranking. Within the European Union, two blocks stand out above the rest, the ex-soviet countries and northern Europe. Conclusion: The European Health Index could be used to assist public policies designed to improve health perception in regions where it is needed.