Background: There is a growing understanding of the role played by ‘neighbourhood’ in influencing health status. Various neighbourhood characteristics—such as socioeconomic environment, availability of amenities, and social cohesion, may be combined—and this could contribute to rising health inequalities. This study aims to combine a data-driven approach with clustering analysis techniques, to investigate neighbourhood characteristics that may explain the geographical distribution of the onset of myocardial infarction (MI) risk. Methods: All MI events in patients aged 35–74 years occurring in the Strasbourg metropolitan area (SMA), from January 1, 2000 to December 31, 2007 were obtained from the Bas-Rhin coronary heart disease register. All cases were geocoded to the census block for the residential address. Each areal unit, characterized by contextual neighbourhood profile, included socioeconomic environment, availability of amenities (including leisure centres, libraries and parks, and transport) and psychosocial environment as well as specific annual rates standardized (per 100,000 inhabitants). A spatial scan statistic implemented in SaTScan was then used to identify statistically significant spatial clusters of high and low risk of MI. Result: MI incidence was non-randomly spatially distributed, with a cluster of high risk of MI in the northern part of the SMA [relative risk (RR) = 1.70, p = 0.001] and a cluster of low risk of MI located in the first and second periphery of SMA (RR 0.04, p value  =  0.001). Our findings suggest that the location of low MI risk is characterized by a high socioeconomic level and a low level of access to various amenities; conversely, the location of high MI risk is characterized by a high level of socioeconomic deprivation—despite the fact that inhabitants have good access to the local recreational and leisure infrastructure. Conclusion: Our data-driven approach highlights how the different contextual dimensions were inter-combined in the SMA. Our spatial approach allowed us to identify the neighbourhood characteristics of inhabitants living within a cluster of high versus low MI risk. Therefore, spatial data-driven analyses of routinely-collected data georeferenced by various sources may serve to guide policymakers in defining and promoting targeted actions at fine spatial level.