This baseline cross-sectional analysis from data acquired in a sub-sample of the PREDIMED-Plus study participants aimed to evaluate the relation between the Composite Socioeconomic Index (CSI) and lifestyle (diet and physical activity). This study involved 1512 participants (759 (52.2%) women) between 55 and 80 years with overweight/obesity and metabolic syndrome assigned to 137 primary healthcare centers in Catalonia, Spain. CSI and lifestyle (diet and physical activity) were assessed. Multiple linear regression or multinomial regression were applied to the data. Cluster analysis was performed to identify dietary patterns. The multiple linear regression model showed that a high deprivation index was related to a higher consumption of refined cereals (11.98 g/d, p-value = 0.001) and potatoes (6.68 g/d, p-value = 0.001), and to a lower consumption of fruits (−17.52 g/d, p-value = 0.036), and coffee and tea (−8.03 g/d, p-value = 0.013). Two a posteriori dietary patterns were identified by cluster analysis and labeled as “healthy” and “unhealthy”. In addition, the multinomial regression model showed that a high deprivation index was related to an unhealthy dietary pattern and low physical activity (OR 1.42 [95% CI 1.06–1.89]; p-value < 0.05). In conclusion, a high deprivation index was related to an unhealthy lifestyle (diet and physical activity) in PREDIMED-Plus study participants.