Objective: To identify individual and contextual socio-economic factors associated with a healthy diet. Design: Dietary data from a large cohort study were used to derive two mutually exclusive dietary patterns through a latent class analysis. Associations between dietary patterns and socio-economic factors were studied with logistic regression. Setting: E3N, a French prospective cohort study composed of women recruited from a national health insurance plan covering people working in the national education system. Subjects: E3N participants (n 73 031) with dietary and socio-economic data available. Results: The 'Healthy' pattern was characterized by a large consumption of fruits and vegetables and the 'Less Healthy' pattern by a large consumption of pizza and processed meat. When all socio-economic factors were analysed together, all of the individual factors considered were associated with a healthy diet (e.g. women with three or more children were less likely to follow a healthy diet v. women with no children, OR (95 % CI): 0·70 (0·66, 0·75)) while the contextual factors associated with a healthy diet included the size of the agglomeration of residence and the area of birth and residence (e.g. women living in the West of France were less likely to follow a healthy diet v. those living in the South of France: 0·78 (0·72, 0·83)). Conclusions: We demonstrated that individual and contextual factors are both associated with diet. Rather than focusing only on individual factors, we recommend future studies or public health and nutritional strategies on diet to consider both types of factors.