Recent research has suggested that inequality in the distribution of income is associated with increased mortality, even after accounting for average income levels. Using data from the Behavioral Risk Factor Surveillance System (BRFSS), we investigated whether inequality in the distribution of income within US states is related to the prevalence of four cardiovascular disease risk factors (body mass index (BMI), history of hypertension, sedentarism, and smoking). Multilevel models (including both state-level and individual-level variables) were used to examine associations of state inequality with risk factor levels before and after adjustment for individual-level income. For three of the four risk factors investigated (BMI, hypertension, and sedentarism), state inequality was associated with increased risk factor levels, particularly at low income levels (annual household incomes <$25,000), with associations persisting after adjustment for individual-level income. Inequality was also positively associated with smoking, but associations were either stronger or only present at higher income levels. Associations of inequality with the outcomes were statistically significant in women but not in men. Although not conclusive, findings for three of the four risk factors are suggestive of a contextual effect of income inequality, particularly among persons with lower incomes.