There were marked, stepwise socioeconomic gradients for musculoskeletal pain, steeper for the men than for the women. The relative differences (prevalence ratios) were larger for low-back pain and arm pain than for neck–shoulder pain. The absolute differences (prevalence differences) were the largest for low-back pain. Physical job demands explained a substantial proportion of the absolute occupational class inequalities in low-back pain, while job autonomy was more important in explaining the inequalities in neck–shoulder pain and arm pain. The estimated population attributable fractions supported the impact of job characteristics at the working population level, especially for low-back pain.