The existing knowledge on socio-economic inequality in injury risks is scarce and inconsistent and there is still a great need for sound epidemiological studies in this field. When performing these studies, the injury research community could benefit from the experience gained within other areas of public health. A recent project from the European Union has led, for example, to a set of proposed guidelines on several methodological aspects. Many of these are probably relevant for the injury problem field and will be addressed. Major issues are: – The distinction between individual-level and area-based studies; – The selection, measurement and classification of possible socio-economic indicators; – The expression of the magnitude of health inequalities with the help of possible summary indices; – The definition of the outcome measure (morbidity or mortality, general or specific). This paper illustrates the relevance of the aforementioned methodological issues with empirical data. Results are shown from both individual-level and area-based studies, using different socio-economic indicators and outcome measures. It is concluded that a systematic approach towards understanding socio-economic differences in injury incidence and mortality has not yet been conducted and seems highly needed. Future work in this area could benefit from experience gained within other areas of public health.