Aims: Adult non-Western immigrants in Scandinavia tend to be worse off in terms of health than native-born populations, which cannot be fully ascribed to their often lower socioeconomic status (SES). This review examines if differences in health status are also present between non-Western immigrant and majority children in Denmark, Norway and Sweden, and if SES explains the differences. Methods: Following PRISMA guidelines, relevant Scandinavian peer-reviewed quantitative publications since 1990 were identified through a systematic search of PubMed, EMBASE, Scopus, Web of Science and SveMed. Of 1197 identified publications, 27 remained relevant after applying inclusion criteria: 3 Danish, 6 Norwegian and 18 Swedish studies. Results: Non-western immigrant children had overall poorer outcomes compared with ethnic majority children in Denmark, Norway and Sweden in health issues covered by the included studies: diabetes, obesity, oral and mental health, and well-being. However, in diabetes, obesity and mental health, non-Western immigrant children from certain countries and regions, and descendants of non-Western immigrants had similar/more favourable outcomes than majority children. In mental health and well-being, ethnic inequalities were strongly associated with SES, while for diabetes, obesity and oral health, differences remained significant after adjusting for SES. Conclusions: Overall poorer health outcomes in non-Western immigrant compared with majority children in Scandinavia cannot be fully explained by SES. Evidence points to additional mechanisms at individual, household, societal or policy levels, including reasons for migration, culture and societal discrimination. Finally, methodological issues may influence study outcomes, e.g. heterogeneity of populations studied and socioeconomic variables included.