The use of deprivation indices in small-area studies of environment and health is described, with particular reference to the Italian context. Deprivation indices can represent a proxy for individual deprivation and/or contextual deprivation. In Italy, deprivation indices have been constructed using Census variables. They are applied at census tract level in studies with a local basis; in national based studies, they can be used at municipality level. In SENTIERI Project (Mortality study of residents in Italian polluted sites) an ad hoc deprivation index at municipal level was used (DI SENTIERI). Its strength and weaknesses are discussed. In addition, suggestions about the use of socioeconomic indices in small area studies of environment and health are given. For a description of SENTIERI, refer to the 2010 Supplement of Epidemiology & Prevention devoted to SENTIERI Project.