Socioeconomic inequalities in cancer incidence are not well documented in southern Europe. We aim to study the association between socioeconomic status (SES) and colorectal, lung, and breast cancer incidence in Spain. We conducted a multilevel study using data from Spanish population-based cancer registries, including incident cases diagnosed for the period 2010–2013 in nine Spanish provinces. We used Poisson mixed-effects models, including the census tract as a random intercept, to derive cancer incidence rate ratios by SES, adjusted for age and calendar year. Male adults with the lowest SES, compared to those with the highest SES, showed weak evidence of being at increased risk of lung cancer (risk ratio (RR): 1.18, 95% CI: 0.94–1.46) but showed moderate evidence of being at reduced risk of colorectal cancer (RR: 0.84, 95% CI: 0.74–0.97). Female adults with the lowest SES, compared to those with the highest SES, showed strong evidence of lower breast cancer incidence with 24% decreased risk (RR: 0.76, 95% CI: 0.68–0.85). Among females, we did not find evidence of an association between SES and lung or colorectal cancer. The associations found between SES and cancer incidence in Spain are consistent with those obtained in other European countries.