There is growing recognition of the importance of the residential environment for early detection of cancer. However, few studies have investigated area socioeconomic deprivation, social capital, and rurality in combination. Therefore, we aimed to estimate mutually adjusted associations of these characteristics with tumour size at diagnosis in Germany. We included incident cases of female breast cancer, colorectal cancer, malignant melanoma, uterine cancer, and male bladder cancer, collected by the cancer registries of eight German federal states between 2010 and 2014. Using information on T status at diagnosis, we defined an advanced tumour size for each cancer type. Sex‐specific mutually adjusted associations of area socioeconomic deprivation, social capital, and rurality with an advanced tumour size and variance partition coefficients were estimated in multilevel logistic regression. Missing data of the outcome were addressed by multiple imputation. Overall, 386 223 cases were included in this analysis. High area socioeconomic deprivation was associated with an advanced tumour size at diagnosis of colorectal cancer and malignant melanoma. For malignant melanoma, low social capital was associated with an advanced tumour size among females and males, while a rural settlement structure was associated with an advanced tumour size among males only. Since meaningful general contextual effects were found for malignant melanoma, our results underscore that the residential environment is an important predictor of melanoma tumour size. Secondary prevention programmes for this cancer type should target areas with high area socioeconomic deprivation, low social capital, and a rural settlement structure in order to reach those most vulnerable.