Investigating effects of discrimination upon health requires clear concepts, methods, and measures. At issue are both economic consequences of discrimination and accumulated insults arising from everyday and at times violent experiences of being treated as a second-class citizen, at each and every economic level. Guidelines for epidemiologic investigations and other public health research on ways people embody racism, sexism, and other forms of social inequality, however, are not well defined, as research in this area is in its infancy. Employing an ecosocial framework, this article accordingly reviews definitions and patterns of discrimination within the United States; evaluates analytic strategies and instruments researchers have developed to study health effects of different kinds of discrimination; and delineates diverse pathways by which discrimination can harm health, both outright and by distorting production of epidemiologic knowledge about determinants of population health. Three methods of studying health consequences of discrimination are examined (indirect; direct, at the individual level, in relation to personal experiences of discrimination; at the population level, such as via segregation), and recommendations are provided for developing research instruments to measure acute and cumulative exposure to different aspects of discrimination.