Political participation is one of the central themes of democratic theory. There is no democracy with quality without citizen engagement. Participation and responsiveness are fundamental requirements for the proper functioning of any democracy. That said, it is essential to understand if and how socioeconomic differentials are transferred to the political participation field. We explore how individual and contextual socioeconomic differences affect political participation in the city of São Paulo. We found evidence about the complexity of the phenomenon. In aggregate, individual socioeconomic differentials, measured in terms of income and education, affect the overall level of participation. The effects are concentrated at the top of the distribution, while there are no differences between the most vulnerable and average groups. Although the overall level of participation is low, there are no substantive differences due to socioeconomic factors in more institutionalized participation, such as party activities and participatory councils. The differences are more significant in less institutionalized activities such as participation in civil society organizations, demonstrations and protests, and virtual engagement. We found evidence that local realities reproduce segregation and worsening inequalities since changes in the local context activate the participation of the wealthiest without any effect on middle or vulnerable groups. Socioeconomic differences in participation are more significant when local realities are richer, whose wealth is measured by the region's average per capita income, and more unequal. At the same time, there are no socioeconomic differences in the participation of individuals in the poorest and most equal places.