High levels of social capital and social integration are associated with self-rated health in many developed countries. However, it is not known whether this association extends to non-western and less economically advanced countries. We examine associations between social support, volunteering, and self-rated health in 139 low-, middle- and high-income countries. Data come from the Gallup World Poll, an internationally comparable survey conducted yearly from 2005 to 2009 for those 15 and over. Volunteering was measured by self-reports of volunteering to an organization in the past month. Social support was based on self-reports of access to support from relatives and friends. We started by estimating random coefficient (multi-level) models and then used multivariate logistic regression to model health as a function of social support and volunteering, controlling for age, gender, education, marital status, and religiosity. We found statistically significant evidence of cross-national variation in the association between social capital variables and self-rated health. In the multivariate logistic model, self-rated health were significantly associated with having social support from friends and relatives and volunteering. Results from stratified analyses indicate that these associations are strikingly consistent across countries. Our results indicate that the link between social capital and health is not restricted to high-income countries but extends across many geographical regions regardless of their national-income level.