Demographic and socioeconomic differences between population sub-groups were analyzed, as a component of the EXPOLIS (Air Pollution Exposure Distributions Within Adult Urban Populations in Europe) Helsinki study, to explain variation in personal exposures to fine particles (PM2.5). Two-hundred one individuals were randomly selected among 25--55-year-old inhabitants of Helsinki Metropolitan area. Personal exposure samples and residential indoor, residential outdoor and workplace indoor microenvironment measurements of PM2.5 were collected between October 1996 and December 1997. Variation in PM2.5 personal exposures, between sociodemographic sub-groups, was best described by differences in occupational status, education and age. Lower occupational status, less educated and young participants had greater exposures than upper occupational status, more educated and older participants. Different workplace concentrations explained most of the socioeconomic differences, and personal day and night exposures and concentrations in home (but not workplace or outdoor concentrations) caused the PM2.5 exposure differences between age groups. Men had higher exposures and much larger exposure differences between the sociodemographic groups than women. No gender, socioeconomic or age differences were observed in home outdoor concentrations between groups. Exposure to tobacco smoke did not seem to create new differences between the sociodemographic groups; instead, it amplified the existing differences.