Background: Previous studies have shown that cancer incidence is related to a number of individual factors, including socioeconomic status. The aim of this study was to refine the current knowledge about indicators associated with cancer incidence by evaluating the influence of neighbourhood characteristics on breast, prostate and lung cancer incidence in Denmark. Methods: All women aged 30-83 years were followed for breast cancer between 2004 and 2008, men between 50 and 83 years were followed for prostate cancer and both sexes between ages 50 and 83 were followed for lung cancer. Registry data obtained from Statistics Denmark included age, sex, availability of breast cancer screening, marital status, education, disposable income and occupational socioeconomic status on the individual level and population density and neighbourhood socioeconomic status (the proportion of unemployed) on the parish level. Frailty modelling with individuals on the first level and parishes on the second level was conducted. Results: A significantly lower HR of breast cancer was found in areas with low population density (HR=0.93; CI 0.88 to 0.99), while neighbourhood unemployment had no effect. Inhabitants of lower unemployment areas had a higher risk of prostate cancer (HR=1.14; CI 1.08 to 1.21) compared with those in higher unemployment areas, whereas population density had no effect. Risk of lung cancer was lower in areas with lowest population density (HR=0.80; CI 0.74 to 0.85) and lowest in areas with lowest unemployment (HR=0.88; CI 0.84 to 0.92). Conclusions: In addition to individual-level factors, characteristics on the neighbourhood level also have an influence on breast, prostate and lung cancer incidence.