We conducted a cross-national study to examine the association between neighbourhood socioeconomic deprivation, social capital and child health in two countries and multiple ethnic groups. For our analysis we used data from (1) the Project on Human Development in Chicago Neighborhoods (PHDCN), USA and (2) the Maastricht Quality of Life study (MQoL), the Netherlands. Both the PHDCN and the MQoL collected data on objective neighbourhood socioeconomic deprivation, subjective neighbourhood social capital (i.e. informal social control, ISC, social cohesion and trust, SC&T), and children's perceived health. For the present analyses, 11- and 12-year olds were selected. Multilevel analyses were conducted using both neighbourhood level and individual-level data. Lower socioeconomic deprivation scores and higher levels of ISC as well as SC&T were associated with higher levels of children's perceived health, in both Maastricht and the Chicago Hispanic subsample, but not in the Chicago non-Hispanic samples. The results suggest that associations between the wider social environment and health outcomes vary across different populations and cross-national contexts.