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Introduction: Previous evidence examining the association between socioeconomic status and pregnancy complications are conflicted and often limited to using area‐based measures of socioeconomic status. In this study, we aimed to examine the association between individual‐level socioeconomic factors and a wide range of adverse pregnancy and neonatal outcomes using data from the IMPROvED birth cohort conducted in Sweden, the Netherlands and Republic of Ireland. Material and methods: The study cohort consisted of women who participated in the IMPROvED birth cohort between 2013 and 2017. Data on socioeconomic factors were self‐reported and obtained at 15 weeks' gestation, and included level of education, employment status, relationship status, and income. Data on pregnancy and neonatal outcomes included gestational hypertension, pre‐eclampsia, gestational diabetes mellitus, emergency cesarean section, preterm birth, post term delivery, small for gestational age and Apgar score at 1 min. These data were obtained within 72 h following delivery and confirmed using medical records. Multivariable logistic regression examined the association between each socioeconomic variable and each outcome separately adjusting for maternal age, maternal body mass index, maternal smoking, maternal alcohol consumption and cohort center. We also examined the effect of exposure to any ≥2 risk factors compared to none. Results: A total of 2879 participants were included. Adjusted results suggested that those with less than third level of education had an increased odds of gestational hypertension (OR: 1.74, 95% CI: 1.23–2.46), while those on a middle level of income had a reduced odds of emergency cesarean section (OR: 0.59, 95% CI: 0.42–0.84). No significant associations were observed between socioeconomic variables and neonatal outcomes. Exposure to any ≥2 socioeconomic risk factors was associated with an increased risk of preterm birth (OR: 1.75, 95% CI: 1.06–2.89). Conclusions: We did not find strong evidence of associations between individual‐level socioeconomic factors and pregnancy and neonatal outcomes in high‐income settings overall, with only few significant associations observed among pregnancy outcomes. [ABSTRACT FROM AUTHOR]