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Perceived annoyance due to traffic noise and lack of urban green space is mostly determined using data from self-administered questionnaires. However, there is still no clear evidence to what extent such perceived measures are related to objectively assessed environmental data and whether socioeconomic dimensions modify such relationships. In a cross-sectional study in Dortmund, Germany, georeferenced home addresses from parents with preschool aged children were used to analyse relations between exposures to objectively measured green space and traffic noise and subjective annoyance due to noise and lack of green space with the additional consideration of socioeconomic characteristics as effect modifiers. Higher perceived annoyance correlated with higher objectively measured traffic noise and lower objectively measured green, respectively. Stratified logistic regression models indicated a modifying role of socioeconomic characteristics. The strengths of associations between objectively measured environmental exposures and perceived annoyance differed by socioeconomic strata. Especially for noise, odds ratios were higher in low socioeconomic strata than in high socioeconomic strata. Therefore, using objective measures of the built environment as a proxy for individual perception should be made with caution as negative relations between objectively assessed built environments and health could be underestimated when considering individual socioeconomic position only as a confounder.