Data from 4020 participants aged 35–74 years in the 2002/2003 Diabetes, Heart and Health Survey were used to compare socioeconomic status (SES) markers (the occupation- based NZ Socioeconomic Index (NZSEI), combined household income, education, and the area-based deprivation measure NZDep2001) with cardiovascular disease (CVD) and diabetes risk factors. After adjusting for all other SES measures, there were relatively few independent risk factor associations with NZSEI or education; CVD and diabetes risk factors were more strongly associated with the area-based NZDep2001 and household income. In general, the strongest associations were observed for NZDep.