Using data from the European Union Statistics on Income and Living Conditions (EU-SILC) project, this article analyzes the connection between the social class of those in the labor market (defined by the European Socio-economic Groups [ESeG] classification system) and their housing situation (defined by two dimensions: occupancy status and housing effort ratio) in four European countries (Denmark, France, Spain, and the United Kingdom), deliberately selected because they belong to different housing models. After presenting these models, I conduct an empirical analysis based on indicators of association, as well as an analysis of regression models. Housing cost inequalities depend more on a household’s income than on its social class, but there is a hierarchical relationship between occupancy status and social class in all of the countries studied. Most often, housing cost inequalities affect lower status workers and small entrepreneurs, with national variations that are linked to specific political and institutional contexts.