Understanding how socioeconomic status (SES) relates to heat vulnerability in cooler climates remains limited. This study explored whether low SES is associated to increased heat vulnerability in Finland. Data from 1828 participants aged 25 and over were collected via surveys in 2020 and 2021. Heat vulnerability was assessed using a nine-item index and SES was categorized as low or other. Linear regression models (ß-coefficients, 95% CIs) adjusted for gender, age, and survey year, with additional stratification by gender and age. Low SES was significantly associated with increased heat vulnerability [ß = 1.16 (95% CI: 1.00–1.32)], and the association persisted after adjustment [ß = 1.06 (95% CI: 0.90–1.21)]. The effect estimates were slightly higher in men [ß = 1.13 (95% CI: 0.89–1.37)] compared to women [ß = 0.97 (95% CI: 0.76–1.18)] and in individuals over 65 years [ß = 1.09 (95% CI: 0.87–1.31)] compared to those under 65 [ß = 0.98 (95% CI: 0.76–1.20)]. However, the confidence intervals were overlapping in both comparisons. These findings highlight the need to address socioeconomic disparities in mitigating heat-related health risks, even in developed societies like Finland.