Health policies are specified in documents that contain values, objectives, strategies, and interventions to be implemented. The objective of our study was to analyse health policy documents of six European cities and one county council published around 2010 to determine (i) how cities conceptualize health inequalities, and (ii) what strategies are proposed to reduce them. We performed a qualitative document analysis. We selected Health or Health Inequalities policy documents and analysed the following aspects: general characteristics of the document, inclusion and definition of health inequalities, promotion of good governance and participation, number of objectives, and evaluation. We also described specific objectives. Rotterdam, London, and Stockholm use a conceptual framework. Two of them define health inequalities as a social gradient. Intersectoral action, participation, and evaluation are included in most documents. Interventions focus mainly on the socioeconomic context.