Health policy in the United Kingdom is devolved to the four home countries. Nevertheless, England, Northern Ireland, Scotland, and Wales share a common commitment to reducing health inequalities and have set explicit targets in areas such as life expectancy, cancer mortality, long-standing illness, and smoking prevalence. However, many of the targets leave much to be desired in terms of their limited conceptual scope and their selection of methods and approaches. At one level this might be regarded as relatively unimportant. The mere fact of having health inequalities targets is laudable. But because the United Kingdom has been in the vanguard of research and policy development to reduce health inequalities, a critical appraisal of the strengths and weaknesses of the approaches adopted in the four home countries is timely. Following a description of the health inequalities targets, the article focuses on experiences in England and Scotland as examples of contrasting approaches to target setting and describes progress toward meeting targets in each country. The authors then outline key emerging issues in relation to developing targets and measuring progress, including conceptual dilemmas, biased reporting, implementation failure, and statistical fallacy.