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It is becoming increasingly evident that exposure to air pollution and its adverse effects are not equitably distributed. Our goal was to investigate the role of social deprivation in explaining the effect of neighborhood differences in level of air pollution fine particulates (PM2.5) on mortality when the indicators of social deprivation are measured at both individual level and at neighborhood level.All inhabitants registered in Oslo, Norway on 1 January 1992 in the age group 50–74 years (n = 105,359) constitute the study base. We used an air dispersion model (AirQUIS) to estimate levels of exposure in the period 1992–1995 in all 470 administrative neighborhoods. These data were linked to Census, educational, and death registries. Deaths were recorded in the period 1992–1998.PM2.5 was associated with most neighborhood-level indicators of deprivation, as was most clearly seen for type of dwelling and ownership of dwelling. The effect of PM2.5 on mortality was to some extent explained by these indicators independently of the corresponding individual-level indicators.Findings from this study suggest that socially deprived neighborhoods have higher exposure to air pollution. Deprivation at both the individual and neighborhood level is associated with air pollution, accounting for some of the excess mortality associated with air pollution in these neighborhoods.