In this paper, we elaborate on the premises of studying problem substance use and treatment disparities among migrants and ethnic minorities. Due to the growing medicalisation of research on problem substance use and disparities in this group, policy makers, health researchers and practitioners often feel compelled to rely on epidemiological studies when grounding and understanding the link between ethnicity, problem substance use and treatment disparities. We argue that the bulk of epidemiological research suffers from crucial methodological and conceptual flaws that necessitate a reconsideration of their usefulness in policy and treatment practice. First, epidemiological research is based on static concepts of ethnicity and race as primordial analytical categories. Second, and as a consequence of the first argument, such research rarely distinguishes sufficiently between ethnic and non-ethnic determinants and mechanisms influencing problem substance use and treatment disparities. And third, these studies often depart from methodological individualism and subordinate contextual and structural determinants and mechanisms. This paper aims to re-evaluate (the factors and mechanisms mediating) the relationship between ethnicity, the nature of problem substance use, and treatment disparities, and to overcome some of the gaps in existing research methods mentioned above. More specifically, this implies (1) a critical revision of the ethnicity concept in epidemiology, (2) the inclusion of non-ethnic determinants and mechanisms by means of applying intersectional analysis and ethnic boundary making perspectives, (3) the broadening of methodological individualism in order to include all levels (from micro to macro) and loci (individual, community, society) of research in holistic research designs. Such doubled research allows researchers to analyse and have an impact on treatment disparities among migrants and ethnic minorities.