Health impacts of air pollution may differ depending on sex, education, socioeconomic status (SES), location at time of death, and other factors. In São Paulo, Brazil, questions remain regarding roles of individual and community characteristics. We estimate susceptibility to air pollution based on individual characteristics, residential SES, and location at time of death (May 1996-December 2010). Exposures for particulate matter with an aerodynamic diameter ≤ 10 μm (PM10), nitrogen dioxide (NO2), sulfur dioxide (SO2), carbon monoxide (CO), and ozone (O3) were estimated using ambient monitors. Time-stratified case-crossover analysis was used with individual-level health data. Increased risk of non-accidental, cardiovascular, and respiratory mortality were associated with all pollutants (P < 0.05), except O3 and cardiovascular mortality. For non-accidental mortality, effect estimates for those with > 11 years education were lower than estimates for those with 0 years education for NO2, SO2, and CO (1.66% (95% confidence interval: 0.23%, 3.08%); 1.51% (0.51%, 2.51%); and 2.82% (0.23%, 5.35%), respectively). PM10 cardiovascular mortality effects were (3.74% (0.044%, 7.30%)) lower for the high education group (> 11 years) compared with the no education group. Positive, significant associations between pollutants and mortality were observed for in-hospital deaths, but evidence of differences in air pollution-related mortality risk by location at time of death was not strong.