Comparisons between States of Brazil are still rare in public health. The States of Minas Gerais, São Paulo, and Rio de Janeiro have adequate mortality registry coverage and are geographically similar, thus making comparison appropriate for identifying possible interventions in public health. Meanwhile, the three States show important socioeconomic differences, consistently worse for Minas Gerais. The study analyzed the disaggregation of differences in life expectancy in Minas Gerais as compared to São Paulo and Rio de Janeiro for 1996, 2000, and 2010, using the Arriaga methodology. Minas Gerais had a higher life expectancy than the two other States for the entire period, in both men and women. Advanced age and chronic illness, especially cancer and ischemic heart disease, were the most important factors in this difference. Differences in lifestyle and physical exercise (better for Minas Gerais than for São Paulo and Rio de Janeiro) could help explain the apparent inconsistency between socioeconomic indicators and life expectancy.