The present work aims to understand the development of the earliest labor market centers in Brazil, located at São Paulo and Rio de Janeiro. It seeks to frame up the development of such labor markets among the socioeconomic modernization movement in these cities between the latter part of the XIXth century and the earlier decades of the XXth century. For that, the 1920 industrial and demographical censuses were used to reconstruct the labor structure and to assess the proportions taken by the impact of salary relations in these social frameworks. Such analysis brought us to the conclusion that the São Paulo labor market was more dynamical than the one in Rio de Janeiro in promoting the build-up of capitalist social relations in labor activities. Lastly, it sought to raise thoughts about the empowerment of workers and the way it was exerted from their different positions occupied in the labor market.