This study investigates the non-linear relationships between income inequality, financial development and democracy in 111 countries over the period 1970-2009 using a quantile regression approach. The empirical results show that democracy is statistically significant and has a negative relationship in those nations that have lower levels of income inequality. Moreover, the financial development indicator is insignificant in nations with any income inequality, indicating that financial intermediary development has a minor effect on everyone. According to our empirical results, improving democracy ameliorates income inequality in countries with lower levels of inequality in terms of income distribution.