We examined how traditional (income, education) and nontraditional (public assistance, material deprivation, subjective social standing) socioeconomic status (SES) indicators were associated with self-rated health, physical functioning, and depression in ethnically diverse pregnant women. Using multiple regression, we estimated the association of race/ethnicity (African American, Latino, Asian/Pacific Islander (PI) and white) and sets of SES measures on each health measure. Education, material deprivation, and subjective social standing were independently associated with all health measures. After adding all SES variables, race/ethnic disparities in depression remained for all minority groups; disparities in self-rated health remained for Asian/Pacific Islanders. Few race/ethnic differences were found in physical functioning. Our results contribute to a small literature on how SES might interact with race/ethnicity in explaining health.