Background. Non-compliance with medication is a major health problem. Cultural differences may explain different compliance patterns. The size of the compliance burden and the impact of socio-demographic and socio-economic status within and across countries in Europe have, however, never been analysed in one survey. The aim of this study was to analyse 1) medical drug compliance in different European countries with respect to socio-demographic and socio-economic factors, and to examine 2) whether cross-national differences could be explained by these factors. Methods. A multi-country interview survey European Social Survey, Round 2 was conducted in 2004/05 comprising questions about compliance with last prescribed drug. Non-compliance was classified as primary and secondary, depending whether the drug was purchased or not. Statistical weighting allowed for adjustment for national differences in sample mechanisms. A multiple imputation strategy was used to compensate for missing values. The analytical approach included multivariate and multilevel analyses. Results. The survey comprised 45,678 participants. Response rate was 62.5% (range 43.6?79.1%). Reported compliance was generally high (82%) but the pattern of non-compliance showed large variation between countries. Some 3.2% did not purchase the most recently prescribed medicine, and 13.6% did not take the medicine as prescribed. Multiple regression analyses showed that each variable had very different and in some cases opposite impact on compliance within countries. The multilevel analysis showed that the variation between countries did not change significantly when adjusted for increasing numbers of covariates. Conclusion. Reported compliance was generally high but showed wide variation between countries. Cross-national differences could, however, not be explained by the socio-demographic and socio-economic variables measured.