Background: The global COVID-19 pandemic has highlighted substantial health inequities in Europe. Minorities and immigrants are the populations most likely to experience disparities related to health-care access and health outcomes. We aimed to link self-reports of health conditions with experiences of discrimination when using health-care services among Romani ethnic minorities in the European Union (EU). Methods: The Second EU Minorities and Discrimination Survey was disseminated in 2016 to ethnic minorities, immigrants, and descendants of immigrants in 19 member states of the EU (Austria, Belgium, Cyprus, Germany, Denmark, Greece, Spain, Finland, France, Ireland, Italy, Luxembourg, Malta, Netherlands, Poland, Portugal, Sweden, Slovenia, and the UK). The primary outcomes were self-reported health status (subjective assessment of own health conditions), health-care utilisation, and unmet health-care need. Experiences of discrimination when using health-care services in the past 5 years was the key explanatory variable. Anonymised data relating to perceived discrimination, self-reported good health, health-care utilisation, and socioeconomic status were available for individuals who identify as Romani ethnic minorities in nine EU member states—Bulgaria, Croatia, Czech Republic, Greece, Hungary, Portugal, Romania, Slovakia, and Spain. We used multivariate logistic regression analyses to examine the association between perceived discrimination and self-reported health status, health-care utilisation, and unmet health-care needs, controlled for sex, age, income level, education level, health insurance coverage, and residential location. Adjusted odds ratios (ORs) and 95% CIs of self-perceived discrimination are reported. Findings: Using data on perceived discrimination when using health care, self-reported health status, health-care access, and socioeconomic status for 7942 Romani individuals (aged 16–90 years), including 4046 Romani individuals who have used health-care services during the past 5 years, we found that perceived discrimination when utilising health care is more prevalent for Romani people than other ethnic minorities in Europe (OR 2·19, 95% CI 1·96–2·44). After controlling for sex, age, income level, education level, health insurance coverage, and residential location, our multivariate logistic regression analyses showed that the perceived discrimination of Romani people is negatively associated with self-reported good health (adjusted OR 0·84, 0·69–1·03), and health-care utilisation (adjusted OR 0·34, 0·25–0·44). Furthermore, Romani people's perceived discrimination is associated with an increased risk of unmet health-care needs (adjusted OR 3·01, 2·27–3·98). The results were robust across sexes. Interpretation: A multifaceted strategy might be needed to eliminate the disparities in health outcomes and health-care access between the Romani ethnic group and other ethnic minority groups in the EU, including expanding access to health care, addressing social determinants of health, and advancing anti-discrimination regulations in the EU. Funding: None.