We evaluated data from 14,156 baseline participants of the Brazilian Longitudinal Study of Adult Health (ELSA-Brasil) collected from 2008 to 2010, to analyze the effect modification of occupational social class on the association between sex and prevalence of type 2 diabetes. The crude and age-adjusted prevalence, according to sex and occupational social class, were estimated using generalized linear models with binomial distribution and logarithmic link function. This model was also used to estimate prevalence ratios (PR), adjusting for age group, race/skin color, and maternal education. The effect modification was measured in the multiplicative and additive scales. Males had higher crude and age-adjusted prevalence in all occupational social class strata. As occupational social class increases, the prevalence among males and females decreases. The PR of males to females decreased according to occupational class: 66% (PR = 1.66; 95%CI: 1.44; 1.90), 39% (PR = 1.39; 95%CI: 1.02; 1.89), and 28% (PR = 1.28; 95%CI: 0.94; 1.75) in the high, middle, and low occupational social classes, respectively. We found an inverse effect of the occupational social class on the association between sex and type 2 diabetes on the multiplicative scale, suggesting that it acts as an effect modifier.