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Background: Socioeconomic inequalities in the risk of coronary heart disease (CHD) are well documented for men and women. CHD incidence is greater for men but its association with socioeconomic status is usually found to be stronger among women. We explored the sex-specific association between neighborhood deprivation level and the risk of myocardial infarction (MI) at a small-area scale. Methods: We studied 1193 myocardial infarction events in people aged 35–74 years in the Strasbourg metropolitan area, France (2000–2003). We used a deprivation index to assess the neighborhood deprivation level. To take into account spatial dependence and the variability of MI rates due to the small number of events, we used a hierarchical Bayesian modeling approach. We fitted hierarchical Bayesian models to estimate sex-specific relative and absolute MI risks across deprivation categories. We tested departure from additive joint effects of deprivation and sex. Results: The risk of MI increased with the deprivation level for both sexes, but was higher for men for all deprivation classes. Relative rates increased along the deprivation scale more steadily for women and followed a different pattern: linear for men and nonlinear for women. Our data provide evidence of effect modification, with departure from an additive joint effect of deprivation and sex. Conclusions: We document sex differences in the socioeconomic gradient of MI risk in Strasbourg. Women appear more susceptible at levels of extreme deprivation; this result is not a chance finding, given the large difference in event rates between men and women.