How does risk of heart disease depend on age, sex, smoking, income, education, marital status, and outdoor concentrations of fine particulate matter (PM2.5)? We join data available from the Centers for Disease Control and Prevention (CDC) Behavioral Risk Factor Surveillance (BRFSS) System for years 2008–2012 to US Environmental Protection Agency (EPA) data on county-specific concentrations of fine particulate matter (PM2.5) to quantify associations among these variables and to explore possible causal interpretations. Low income is identified as a direct cause of increased heart disease risk in this data set. The effect depends on age and sex: it is most pronounced for men under age 70 and for women under age 80. Income is significantly associated with all of the other variables examined and confounds the association between PM2.5 and heart disease risk. This association is significant in regression models that exclude income, but not in regression models that include it, both in the data set as a whole and in the subset of observations with PM2.5 < 15 μg/m3. Causal directed acyclic graph (DAG) models and non-parametric model ensemble partial dependence plots confirm that higher incomes reduce heart disease risk, consistent with previous observations of socioeconomic gradients in health risks. They support interpretation of this as a robust causal relation apparent in non-parametric analyses, and hence independent of any specific parametric modeling assumptions.