Poor health can be a risk factor for job loss and can prevent people from entering or returning to the workforce. Conversely, unemployment can have a negative impact on health. Unemployed individuals face an increased risk of mortality, cardiovascular problems, and mental health issues, and are more likely to engage in health-risk behaviors such as excessive alcohol, tobacco, and cannabis use. In France, depending on the definition used, the number of unemployed people ranges from 2 to 5 million. Santé publique France is launching a program to monitor the health status of this population and to offer them preventive measures and health promotion initiatives. The Epidemiological Surveillance of the Health of Unemployed Persons (SESSE) program aims to describe the sociodemographic profiles and health status of unemployed individuals, comparing them to employed individuals and the general population in France, including in the overseas territories. Two major data sources have been identified: the Santé publique France Barometer survey, based on a random sample, and the EDP-Santé Permanent Demographic Sample—a permanent demographic sample linked to the National Health Data System (SNDS). The EDP-Santé is a large, representative longitudinal sample of the population containing all employee panel databases, socio-fiscal and civil registry data, and population census data, and also incorporates health insurance data, including hospital records and medical causes of death. This protocol describes the objectives, methodology, data sources, statistical analyses, regulatory procedures, and data confidentiality, and proposes a tentative schedule for analyses using the EDP-Health.