The novel explores several social problems in Victorian England, especially those relating to the institutions of marriage, the Church, and education. These themes are developed in particular through Hardy's use of contrast. For example, at the beginning of their relationship, Jude's Christian faith contrasts with Sue's religious scepticism, a contrast which is heightened even further by their later role-reversal. Although the central characters represent both perspectives, the novel as a whole is firmly critical of Christianity and social institutions in general.
Although Hardy claimed that "no book he had ever written contained less of his own life", contemporary reviewers found several parallels between the themes of the novel and Hardy's life as a working-class man of letters. The unhappy marriages, the religious and philosophical questioning, and the social problems dealt with in Jude the Obscure appear in many other Hardy novels, as well as in Hardy's life. The struggle against fixed class boundaries is an important link between the novel and Hardy's life, especially concerning higher education and the working class. Although Jude wishes to attend the university at Christminster, he cannot afford the cost involved in studying for a degree, and he lacks the rigorous training necessary to qualify for a fellowship. He is therefore prevented from gaining economic mobility and getting out of the working class. This theme of unattainable education was personal for Hardy since he, like Jude, had not been able to afford to study for a degree at Oxford or Cambridge, in spite of his early interest in scholarship and the classics. Several specific details about Jude's self-directed studies actually appear in Hardy's autobiography, including late-night Latin readings while working full-time as a stonemason and then as an architect. However, unlike Jude, Hardy's mother was well-read, and she educated Thomas until he went to his first school at Bockhampton at age eight, and he attended school in Dorchester, where he learned Latin and demonstrated academic potential, until he became an apprentice at 16.
Another parallel between the book's characters and themes and Hardy's actual life experience occurs when Sue becomes obsessed with religion after previously having been indifferent and even hostile towards it. Through this extreme change in the character of Sue, Hardy shows Christianity as an extraordinarily powerful social force that is capable of causing a seemingly independent-minded woman like Sue to be self-immolating and sexually repressed. Like Sue Bridehead, Hardy's first wife, Emma, went from being free-spirited and fairly indifferent to religion in her youth to becoming obsessively religious as she got older. Since Hardy was always highly critical of organised religion, as Emma became more and more religious, their differing views led to a great deal of tension in their marriage, and this tension was a major factor leading to their increased alienation from one another.
Emma was also very disapproving of Jude the Obscure, in part because of the book's criticisms of religion, but also because she worried that the reading public would believe that the relationship between Jude and Sue directly paralleled her strained relationship with Hardy (which, in a figurative sense, it did).
A minor theme is cruelty to animals. The novel has two incidents of cruelty to animals. In slaughtering the pig which Jude and Arabella had diligently fattened, it was necessary to obtain a better quality of meat that the animal be "well bled, and to do that pig must die slowly." Jude, however, a man of compassion and strong feelings, could not endure hearing the agony of the slow death of the pig; so he plunged the knife into the animal to hasten its death: "The blood flowed out in a torrent instead of in the trickling stream Arabella had desired. The dying animal's cry assumed its third and final tome, the shriek of agony; his glazing eyes riveting themselves on Arabella with the eloquently keen reproach of a creature recognizing at last the treachery of those who had seemed his only friends."
Later in the novel, Jude and Sue are appalled at the use of steel traps to catch such small animals as rabbits, which usually died in slow agony when caught in the deadly contraptions. Jude was compelled to kill a trapped rabbit by "breaking its neck to end its suffering." Sue commented, "They ought not to be allowed to set these steel traps, ought they?" A reviewer compares the inevitable fate of the rabbit to marriage as "a permanent trap between two people" from which there is no easy escape.