Abstract Aims Low socioeconomic status is associated with all-cause mortality and cardiac risk factors. Furthermore, sudden cardiac death (SCD) is among the leading causes of death in the general population, and an identification of high-risk subgroups is needed. The aim of this study was to investigate the association between income and education level and incidence of SCD and to calculate the impact of modifiable mediating risk factors. Methods and results Participants in the Copenhagen City Heart Study were followed up from 1993 to 2016. Sudden cardiac death was identified using high-quality death certificates, autopsy reports, discharge summaries, and national registry data. Hazard ratios were calculated using Cox proportional hazards regression, and adjusted cumulative incidences were predicted using cause-specific Cox models. Mediation analyses were performed using a marginal structural model approach. During 24 years of follow-up, 10 006 people participated, whereof 5514 died during the study period with 822 SCDs. Compared with long education, persons with elementary school level education had an SCD incidence rate ratio (IRR) of 2.48 [95% confidence interval (CI) 1.86–3.31], and low income was likewise associated with an SCD IRR of 2.34 (95% CI 1.85–2.96) compared with high income. In the association between education and SCD, the combined mediating effect of smoking, physical activity, and body mass index accounted for ∼20% of the risk differences. Conclusion We observed an inverse association between both income and education and the risk of SCD, which was only in part explained by common cardiac risk factors, implying that further research into the competing causes of SCD is needed and stressing the importance of targeted preventive measures.