This study aimed to determine whether individuals with lower socioeconomic status (SES) were more susceptible to the acute effects of ambient air pollution than those with higher SES. We included 24,357 Hong Kong Chinese aged 30 or above who died of natural causes in 1998. Information on individual socioeconomic characteristics was obtained by interviewing proxy informants with a standardized questionnaire in all four death registries. Individual SES was indicated by three measures: type of housing, occupational group and education attainment. Poisson regression was performed to assess the short-term effects of ambient air pollution measured by PM(10), NO(2), SO(2) and O(3) on mortality for each SES group. The differences in the effects between SES groups were estimated by the interaction between air pollution and SES. We found that PM(10) and NO(2) were associated with greater risk of mortality on people living in public rental housing than in private housing. The effects of all four pollutants were significantly greater in blue-collar workers than the never-employed and white-collar groups (p<0.05). However, we found no compelling evidence of effect modification by education attainment. Our results provide new evidence on the role of individual's SES as effect modifiers of the short-term effects of air pollution on mortality. The reduction of risks associated with air pollution for socially disadvantaged populations should be a high priority in public health and environmental policies.