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Action on the Sustainable Development Goals (SDGs) needs to become real and impactful, taking a “whole systems” perspective on levers for systems change. This article reviews what we have learned over the past century about the large-scale outcome of health inequality, and what we know about the behaviour of complex social systems. This combined knowledge provides lessons on the nature of inequality and what effective action on our big goals, like the SDGs, might look like. It argues that economic theories and positivist social theories which have dominated the last 150 years have largely excluded the nature of human connections to each other, and the environment. This exclusion of intimacy has legitimatised arguments that only value-free economic processes matter for macro human systems, and only abstract measurement constitutes valuable social science. Theories of complex systems provide an alternative perspective. One where health inequality is viewed as emergent, and causes are systemic and compounding. Action therefore needs to be intensely local, with power relationships key to transformation. This requires conscious and difficult intervention on the intolerable accumulation of resources; improved reciprocity between social groups; and reversal of system flows, which at present ebb away from the local and those already disadvantaged.