Abstract Background: Many studies have shown that socioeconomic position (SEP) is associated with the incidence of malignant tumors at different sites. This study aims to estimate the association between educational level (as proxy for SEP) and cancer incidence and to understand whether the observed associations might be partially explained by lifestyle behaviors. Methods: The analyses were performed on data from the European Prospective Investigation into Cancer and Nutrition (EPIC) study, globally and by sex. We used Cox proportional hazards models together with mediation analysis to disentangle the total effect (TE) of educational level [measured through the Relative Index of Inequality (RII)] on cancer incidence into pure direct (PDE) and total indirect (TIE) effect, unexplained and explained by mediators, respectively. PDE and TIE were then combined to compute the proportions mediated (PM). Results: After an average of 14 years of follow-up, 52,422 malignant tumors were ascertained. Low educated participants showed higher risk of developing stomach, lung, kidney (in women), and bladder (in men) cancers, and, conversely, lower risk of melanoma and breast cancer (in post-menopausal women), when compared with more educated participants. Mediation analyses showed that portions of the TE of RII on cancer could be explained by site-specific related lifestyle behaviors for stomach, lung, and breast (in women). Conclusions: Cancer incidence in Europe is determined at least in part by a socioeconomically stratified distribution of risk factors. Impact: These observational findings support policies to reduce cancer occurrence by altering mediators, such as lifestyle behaviors, particularly focusing on underprivileged strata of the population.