Amartya Sen, who received the Nobel Prize for Economics, has demonstrated that the incidence of deprivation, in terms of capability, can be surprisingly high even in the most developed countries of the world. The study of socio-economic inequalities, in relation to the utilisation of health services, is a priority for epidemiological research. Socio-economic status (SES) has no universal definition. Within the international research literature, SES has been related to social class, social position, occupational status, educational attainment, income, wealth and standard of living. Existing research studies have shown that people from a more deprived social background, with a lower SES, are more likely to have a higher psychiatric morbidity. Many studies show that SES influences psychiatric services utilization, however the real factors linking SES and mental health services utilisation remain unclear. In this editorial we discuss what is currently known about the relationship between SES and the use of mental health services. We also make an argument for why we believe there is still much to uncover in this field, to understand fully how individuals are influenced by their personal socio-economic status, or the neighbourhood in which they live, in terms of their use of mental health services. Further research in this area will help clarify what interventions are required to provide greater equality in access to mental health services.