Studies in many countries have reported higher lung cancer incidence and mortality in individuals with lower socioeconomic status. To investigate the role of smoking in these inequalities, we used data from 391 251 participants in the European Prospective Investigation into Cancer and Nutrition study, a cohort of individuals in 10 European countries. We collected information on smoking (history and quantity), fruit and vegetable consumption, and education through questionnaires at study entry and gathered data on lung cancer incidence for a mean of 8.4 years. Socioeconomic status was defined as the highest attained level of education, and participants were grouped by sex and region of residence (Northern Europe, Germany, or Southern Europe). Relative indices of inequality (RIIs) of lung cancer risk unadjusted and adjusted for smoking were estimated using Cox regression models. Additional analyses were performed by histological type. During the study period, 939 men and 692 women developed lung cancer. Inequalities in lung cancer risk (RIImen = 3.62, 95% confidence interval [CI] = 2.77 to 4.73, 117 vs 52 per 100 000 person-years for lowest vs highest education level; RIIwomen = 2.39, 95% CI = 1.77 to 3.21, 46 vs 25 per 100 000 person-years) decreased after adjustment for smoking but remained statistically significant (RIImen = 2.29, 95% CI = 1.75 to 3.01; RIIwomen = 1.59, 95% CI = 1.18 to 2.13). Large RIIs were observed among men and women in Northern European countries and among men in Germany, but inequalities in lung cancer risk were reverse (RIIs < 1) among women in Southern European countries. Inequalities differed by histological type. Adjustment for smoking reduced inequalities similarly for all histological types and among men and women in all regions. In all analysis, further adjustment for fruit and vegetable consumption did not change the estimates. Self-reported smoking consistently explains approximately 50% of the inequalities in lung cancer risk due to differences in education.