Objectives: we investigate the prevalence of unmet need arising from wait times, distance/transportation and financial affordability using the European Health Interview Survey. We explore associations between individual characteristics and the probability of reporting unmet need. Design: cross-sectional survey conducted between February and December 2014. Setting and participants: 4004 members of the resident population in private households registered with the health insurance fund in Luxembourg aged 15 years and over. Outcome measures: six binary variables that measured unmet need arising from wait time, distance/transportation and affordability of medical, dental and mental healthcare and prescribed medicines among those who reported a need for care. Results: the most common barrier to access arose from wait times (32%) and the least common from distance/transportation (4%). Dental care (12%) was most often reported as unaffordable, followed by prescribed medicines (6%), medical (5%) and mental health (5%) care. Respondents who reported bad/very bad health were associated with a higher risk of unmet need compared with those with good/very good health (wait: OR 2.41, 95% CI 1.53 to 3.80, distance/transportation: OR 7.12, 95% CI 2.91 to 17.44, afford medical care: OR 5.35, 95% CI 2.39 to 11.95, afford dental care: OR 3.26, 95% CI 1.86 to 5.71, afford prescribed medicines: OR 2.22, 95% CI 1.04 to 4.71, afford mental healthcare: OR 3.58, 95% CI 1.25 to 10.30). Income between the fourth and fifth quintiles was associated with a lower risk of unmet need for dental care (OR 0.29, 95% CI 0.16 to 0.53), prescribed medicines (OR 0.38, 95% CI 0.17 to 0.82) and mental healthcare (OR 0.17, 95% CI 0.05 to 0.61) compared with income between the first and second quintiles. Conclusions: recent and planned reforms to address waiting times and financial barriers to accessing healthcare may help to address unmet need. In addition, policy-makers should consider additional policies targeted at high-risk groups with poor health and low incomes.