Dr Frank Atherton said he wants to make sure everyone in Wales has the same opportunities.
A Public Health Wales report said more needs to be done to tackle inequalities which lead to people living shorter lives in poorer parts of Wales.
Dr Atherton took up the post on 1 August, replacing the retiring Dr Ruth Hussey.
He said even though there are some improvements in health experiences and outcomes in Wales, "we can't be complacent" as "health indicators lag behind those in England".
Originally from Lancashire, Dr Atherton left his role as deputy chief medical officer of health in Nova Scotia, Canada, to come to Wales.
He is responsible for providing independent professional advice to the Welsh Government.
Tackling health inequalities is a priority for Wales' new chief medical officer.