A multi-level modelling approach is used to examine the variance in mortality rates from malignant melanoma at different geographical scales within nine European nations with reference to exposure to ultraviolet light (UVB). For males and females, the greatest variations in the relationship between UVB exposure and mortality are seen between nations, rather than regions and sub-regions within nations. This suggests that factors and characteristics acting at a national scale, such as genetic and behavioural differences, are of importance. Multi-level modelling is used to show how a previous suggestion of a quadratic association between UVB exposure and malignant melanoma across Europe is unlikely to be true. The general usefulness of multi-level modelling in the analysis of disease data which is structured in a hierarchy is discussed, with particular reference to geographical analyses of small area data.