NHS Health Scotland's Dimensions Of Diversity report found that prejudice affected people in the same way, whatever their background.
The report aimed to produce a snapshot of the country by identifying population groups and their key health issues. It examined the experience of different sections of society, including gay people, disabled people, asylum seekers and those from an ethnic minority.
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Hide AdThe report said: "There is a repeated finding of diminished mental health because of the pervasive and insidious effects upon well-being of experiencing personal prejudice."
The study concludes that community health initiatives should be used to tackle the fact that Scotland is still home to "deeply rooted prejudice".
Dr David Gordon, lead author of the report, said: "It is important that those working to reduce health inequalities are able to consider more carefully what impact diversity may have on people's health and their health needs."