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ObjectiveTo test whether spatial and social neighbourhood patterning of people at ultra‐high risk (UHR) of psychosis differs from first‐episode psychosis (FEP) participants or controls and to determine whether exposure to different social environments is evident before disorder onset.MethodWe tested differences in the spatial distributions of representative samples of FEP, UHR and control participants and fitted two‐level multinomial logistic regression models, adjusted for individual‐level covariates, to examine group differences in neighbourhood‐level characteristics.ResultsThe spatial distribution of controls (n = 41) differed from UHR (n = 48; P = 0.04) and FEP participants (n = 159; P = 0.01), whose distribution was similar (P = 0.17). Risk in FEP and UHR groups was associated with the same neighbourhood‐level exposures: proportion of single‐parent households [FEP adjusted odds ratio (aOR): 1.56 95% CI: 1.00–2.45; UHR aOR: 1.59; 95% CI: 0.99–2.57], ethnic diversity (FEP aOR: 1.27; 95% CI: 1.02–1.58; UHR aOR: 1.28; 95% CI: 1.00–1.63) and multiple deprivation (FEP aOR: 0.88; 95% CI: 0.78–1.00; UHR aOR: 0.86; 95% CI: 0.76–0.99).ConclusionSimilar neighbourhood‐level exposures predicted UHR and FEP risk, whose residential patterning was closer to each other's than controls. Adverse social environments are associated with psychosis before FEP onset.