The structural conditions in Moscow which significantly increased the vulnerability of specific social groups for poor physical health were identified in a hierarchical linear regression: relative social inequality in the form of income inequality; urban area poverty risks; and mean level of alcohol consumption in urban areas. The psychosocial conditions included poor diet, lack of social cohesion and social support, involvement in formal social networks in the form of professional groups. A multilevel theoretical perspective is important for defining the targets of preventive health policy by identifying the structural conditions which increase the health disadvantage of some social groups. Further research is needed in refining the concept of relative social inequality, as well as investigating whether psychosocial factors, such as social cohesion, are mediating links between societies and their citizens.