The findings are in the annual Scottish Surveys Core Questions (SSCQ) and contain information on changes in health over the period 2012-2017.
Adults born outside of Scotland were more likely to report good or very good standards of general health with
77 per cent born in other UK countries and 80 per cent from Europe falling into this category.
This was in comparison to 73 per cent of homegrown Scots who said they were healthy - a fall of 0.7 per cent since 2012.
A wide range of issues including poor diet, the rising cost of food and the relationship with alcohol and obesity have been cited as contributing factors as to why Scots born people have poorer health outcomes.
The Scottish Government survey also found the proportion of younger adults in the 16-24 age group with limiting long-term health conditions had increased by 5 per cent since 2012.
The SSCQ gathers responses from questions in the Scottish Crime and Justice Survey, the Scottish Health Survey and the Scottish Household Survey into one output.
Tory health spokesperson, Miles Briggs, said it was “deeply concerning” that people born in Scotland considered themselves to have worse health than those born in the rest of the UK and Europe.
He added: “These figures emphasise the health inequalities for people growing up in Scotland and the impact this has on their long term health. A very worrying trend is fewer young Scots aged between 16-24 considered themselves to be in good health, which does not bode well for the future. This has to change.”
Other findings in the sample of 20,000 respondents which included 14,908 people who identified as White - Scottish included lower smoking prevalences in other ethnic groups.
The Scottish Government said the finding that adults born in Scotland reported a fall of 0.7 per cent in good/very good levels of general health since 2012 is partly influenced by the aging population.
Minister for Public Health, Sport and Wellbeing Joe FitzPatrick, said: “Health and equalities lie at the core of everything we do as a Government and we are committed to addressing all underlying causes that drive health inequalities. Our bold package of measures to help tackle key issues such as smoking, obesity, inactivity, and alcohol misuse will support people to live longer healthier lives.