Educational level is most often used to identify social groups with increased prevalence of smoking. Other indicators of socioeconomic position (SEP) might, however, be equally or even more discriminatory. This study examined the extent to which smoking behavior is related to other socioeconomic indicators in addition to educational level. Data were derived from the European Household Panel. We selected data for 45,765 respondents aged 25-60 years from nine European countries. The association between six different SEP indicators and smoking prevalence was examined using prevalence rate ratios (RRs) estimated through log linear regression analyses. In univariate analyses, most selected SEP indicators were associated with smoking. In multivariate analyses, educational level, occupational class, accumulated wealth (measured by household assets), and housing tenure retained independent effects on smoking (RRs about 1.20). The effects observed for activity status and household income were small and insignificant in nearly all populations. In northern Europe, educational level had the greatest predictive value in the younger age groups; occupational class and housing tenure predicted most of smoking prevalence in the older age groups. The results showed a less pronounced and more varied pattern in southern Europe. Our results indicate that smoking prevalence is related not only to educational level but also to occupational class and measures of accumulated wealth (other than income). These measures should be used in addition to educational level to identify groups at increased risk for smoking.