Abstract Background The two main hypotheses behind the healthy migrant effect are selection of healthier migrants and the salmon bias. However, these hypotheses have not been thoroughly and simultaneously investigated in distinct cohorts due to data limitations. Methods Linking national and provincial immigration registers with health care utilization datasets at the Manitoba Centre for Health Policy, we assembled a cohort of 816,185 adults who resided in Manitoba, Canada and were followed up for at least one year between 1985 to 2023 to outmigration, return migration or death. We included three subcohorts of international immigrants (16.4%), interprovincial migrants (10.8%) and all other Manitobans (AOM) (72.8%). Within each subcohort, we matched ‘stayers’ who never migrated, outmigrants and returnees on sex, birth year and place of residence and compared their hospitalization rates and Charlson and Elixhauser comorbidity scores 1-year before outmigration and 1-year after return migration. Results Outmigrants had lower hospitalization rates than stayers among AOM [Adjusted Relative Rate (RR): 0.80; 95% confidence interval (CI): 0.78, 0.82] and in the other two subcohorts. Comorbidity scores were also consistently lower among outmigrants compared to stayers in all three subcohorts, even after restricting to hospitalized cases. Outmigrants whose destination was another country were healthier than those who migrated to other provinces. Returnees had better health status than stayers upon return in the AOM subcohort only but lower than those who did not return at the time of outmigration in all three subcohorts. Conclusions Contrary to common belief, health selection is not restricted to international immigrants but also among interprovincial migrants and the local population. Migration dynamics may bias comparisons between population subgroups. Key messages • Migration is not only associated with positive health selection among international immigrants but also among interprovincial migrants and the local population. • Selective migration may represent a source of bias in health-related population-based studies.