Health and illness identities have been presented as important for the experience of health and illness, and they are a widespread research interest. However, these identities are conceptualised in many different ways. This conceptual diversity calls for us to take stock of existing understandings of health and illness identities to provide conceptual clarity and reliability. The study performs an integrative review of these understandings in scientific articles identified through the databases PsychInfo, Pubmed and Scopus. The final sample consists of 64 articles, on which a thematic analysis has been performed. Health and illness identities are regarded as constructed and can be understood in terms of being, acting and judging, answering the questions 'Who are you, with regard to health/illness?', 'How do you deal with health/illness?' and 'How are people judged by their health/illness?', respectively. The terms health identity and illness identity are understood in varied, not necessarily compatible ways, and need to be applied carefully. Health identity concepts appear to be less well established and based upon a more varied theoretical background, while illness identity concepts appear to be more well established and usually relate to a (bio-)medical context. A potential understanding of health identity for medical sociology is suggested.