Background Previous studies have shown that differential exposure to lifestyle factors may mediate the association between education and coronary heart diseases (CHD). However, few studies have examined the potential roles of allostatic load (AL) or differential susceptibility. Methods 25 310 men and 26 018 women aged 35–74 and CHD free at baseline were identified from 21 European cohorts and followed for a median of 10 years, to investigate the mediating role of AL, as well as of smoking, alcohol use and body mass index (BMI), on educational differences in CHD incidence, applying marginal structural models and three-way decomposition. Results AL is a mediator of the association between educational status and CHD incidence, with the highest proportion mediated observed among women and largely attributable to differential exposure, (28% (95% CI 19% to 44%)), with 8% (95% CI 0% to 16%) attributable to differential susceptibility. The mediating effects of smoking, alcohol and BMI, compared with AL, were relatively small for both men and women. Conclusion Overall, the educational inequalities in CHD incidence were partially mediated through differential exposure to AL. By contrast, the mediation of the educational gradient in CHD by investigated lifestyle risk factors was limited. As differential susceptibility in men was found to have a predominant role in the accumulation of AL in low educational classes, the investigation of AL-related risk factors is warranted.