The aetiology of childhood leukaemia is poorly understood. Knowledge about differences in risk by socioeconomic status (SES) may enhance etiologic insights. We conducted a nationwide register-based case-control study to evaluate socioeconomic differences in the risk of childhood leukaemia in Denmark and to access whether associations varied by different measures of SES, time point of assessment, leukaemia type and age at diagnosis. We identified all cases of leukaemia in children aged 0 to 19 years, born and diagnosed between 1980 and 2013 from the Danish Cancer Registry (N = 1336) and sampled four individually matched controls per case (N = 5330). We used conditional logistic regression models for analysis. Medium and high level of parental education was associated with a higher risk of acute myeloid leukaemia (AML) in the offspring, mainly driven by children diagnosed at ages 0 to 4 years [odds ratio (OR) for high maternal education = 3.07; 95% confidence interval (CI): 1.44-6.55]. We also observed a modestly increased risk for lymphoid leukaemia (LL) in association with higher level of parental education, but only in children diagnosed at ages 5 to 19 years. Higher parental income was associated with an increased risk of LL but not AML among children aged 5 to 19 years at diagnosis (OR for high maternal income = 2.78; 95% CI: 1.32-5.89). Results for neighbourhood SES measures indicated null associations. Bias or under-ascertainment of cases among families with low income or basic education are unlikely to explain the observed socioeconomic differences. Future research addressing explicitly the underlying mechanisms of our results may help to enhance etiologic insights of the disease.