Background Relatively large socioeconomic inequalities in health and mortality have been observed in Central and Eastern Europe (CEE) and the former Soviet Union (FSU). Yet comparative data are sparse and virtually all studies include only education. The aim of this study is to quantify and compare socioeconomic inequalities in all-cause mortality during the 2000s in urban population samples from four CEE/FSU countries, by three different measures of socioeconomic position (SEP) (education, difficulty buying food and household amenities), reflecting different aspects of SEP. Methods Data from the prospective population-based HAPIEE (Health, Alcohol, and Psychosocial factors in Eastern Europe) study were used. The baseline survey (2002–2005) included 16 812 men and 19 180 women aged 45–69 years in Novosibirsk (Russia), Krakow (Poland), Kaunas (Lithuania) and seven Czech towns. Deaths in the cohorts were identified through mortality registers. Data were analysed by direct standardisation and Cox regression, quantifying absolute and relative SEP differences. Results Mortality inequalities by the three SEP indicators were observed in all samples. The magnitude of inequalities varied according to gender, country and SEP measure. As expected, given the high mortality rates in Russian men, largest absolute inequalities were found among Russian men (educational slope index of inequality was 19.4 per 1000 person-years). Largest relative inequalities were observed in Czech men and Lithuanian subjects. Disadvantage by all three SEP measures remained strongly associated with increased mortality after adjusting for the other SEP indicators. Conclusions The results emphasise the importance of all SEP measures for understanding mortality inequalities in CEE/FSU.