Adverse birth outcomes related to air pollution are well documented; however, few studies have accounted for infant sex. There is also scientific evidence that the neighborhood socioeconomic profile may modify this association even after adjusting for individual socioeconomic characteristics. The objective is to analyze the association between air pollution and birth weight by infant sex and neighborhood socioeconomic index. All birth weights (2008-2011) were geocoded at census block level. Each census block was assigned a socioeconomic deprivation level, as well as daily NO2 and PM10 concentrations. We performed a multilevel model with a multiple statistical test and sensible analysis using the spline function. Our findings suggest the existence of a differential association between air pollution and BW according to both neighborhood socioeconomic level and infant sex. However, due to multiple statistical tests and controlling the false discovery rate (FDR), all significant associations became either not statistically significant or borderline. Our findings reinforce the need for additional studies to investigate the role of the neighborhood socioeconomic which could differentially modify the air pollution effect.