Background: Unemployment influences the individual's health, whether this effect passes through generations is less studied. The aim of this intergenerational study was to investigate whether parents' labour market attachment (LMA) were associated with self-rated health (SRH) among adolescents using preceding labour market events. Methods: The study was performed using questionnaire data from the Danish Future Occupation of Children and Adolescents cohort (the FOCA cohort) of 13 100 adolescents (mean age 15.8 years) and their accompanying parents identified through registers. Adolescents' SRH was measured using one item from SF-36. Information on parents' LMA was obtained from a national register, analyzed on a weekly basis in a 5-year period before the adolescents completed the questionnaire. An integration indicator was calculated from an initial sequence analysis to determine how well the parents were integrated in the labour market. The association between the adolescents' SRH and parents' LMA was examined by logistic regression and an extended sequence analysis stratified on adolescents' SRH. Results: Totally, 29.1% of the adolescents reported moderate SRH. The adjusted odds ratios (OR) of moderate SRH was higher among adolescents of parents with low labour market integration (OR: 1.5 95% CI: 1.3-1.6 for fathers and OR: 1.4 95% CI: 1.2-1.5 for mothers). Also, adolescents with moderate SRH had parents who were less integrated in the labour market and had more weeks on non-employment benefits compared with the adolescents, who reported high SRH. Conclusions: Unstable LMA among parents affected SRH among their adolescent children, indicating a negative effect of labour market marginalization across generations.