Identifying with a group can impact (positively) upon group members' health. This can be explained (in part) through the social relations that a shared identity allows. We investigated the relationship between a shared identity and health in a longitudinal study of a month-long pilgrimage in north India. Questionnaire data (N = 416) showed that self-reported health (measured before, during, and after the event) was better at the event than before, and although it reduced on returning home, it remained higher than before the event. This trajectory was predicted by data concerning pilgrims' perceptions of a shared identity with other pilgrims at the event. We also found evidence that a shared identity amongst pilgrims had an indirect effect on changes in self-assessed health via the belief one had closer relations with one's fellow pilgrims. We discuss the implications of these data for our understandings of the role of shared identity in social relations and health.