The relationship between migration and health is complex, yet, immigrant-related inequalities in health are largely influenced by socioeconomic position. Drawing upon previous findings, this paper discusses issues to consider when measuring and applying socioeconomic position in quantitative immigrant health research. When measuring socioeconomic position, it is important to be aware of four aspects: (1) there is a lack of clarity about how socioeconomic position should be measured; (2) different types of socioeconomic position may be relevant to immigrants compared with the native-born population; (3) choices of measures of socioeconomic position in quantitative analyses often rely on data availability; and (4) different measures of socioeconomic position have different effects in population groups. Therefore, caution should be used in the collection, presentation, analyses, and interpretation of data and researchers need to display their proposed conceptual models and data limitations as well as apply different approaches for analyses.