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Background: Intersectionality theory, a way of understanding social inequalities by race, gender, class, and sexuality that emphasizes their mutually constitutive natures, possesses potential to uncover and explicate previously unknown health inequalities. In this paper, the intersectionality principles of “directionality,” “simultaneity,” “multiplicativity,” and “multiple jeopardy” are applied to inequalities in self-rated health by race, gender, class, and sexual orientation in a Canadian sample. Methods: The Canadian Community Health Survey 2.1 (N = 90,310) provided nationally representative data that enabled binary logistic regression modeling on fair/poor self-rated health in two analytical stages. The additive stage involved regressing self-rated health on race, gender, class, and sexual orientation singly and then as a set. The intersectional stage involved consideration of two-way and three-way interaction terms between the inequality variables added to the full additive model created in the previous stage. Results: From an additive perspective, poor self-rated health outcomes were reported by respondents claiming Aboriginal, Asian, or South Asian affiliations, lower class respondents, and bisexual respondents. However, each axis of inequality interacted significantly with at least one other: multiple jeopardy pertained to poor homosexuals and to South Asian women who were at unexpectedly high risks of fair/poor self-rated health and mitigating effects were experienced by poor women and by poor Asian Canadians who were less likely than expected to report fair/poor health. Conclusions: Although a variety of intersections between race, gender, class, and sexual orientation were associated with especially high risks of fair/poor self-rated health, they were not all consistent with the predictions of intersectionality theory. I conclude that an intersectionality theory well suited for explicating health inequalities in Canada should be capable of accommodating axis intersections of multiple kinds and qualities.