  We have assessed the influence of the stellar iron content on the Cepheid
Period-Luminosity (PL) relation by relating the V band residuals from the
Freedman et al (2001) PL relation to [Fe/H] for 37 Galactic and Magellanic
Clouds Cepheids. The iron abundances were measured from FEROS and UVES
high-resolution and high-signal to noise optical spectra. Our data indicate
that the stars become fainter as metallicity increases, until a plateau or
turnover point is reached at about solar metallicity. Our data are incompatible
with both no dependence of the PL relation on iron abundance, and with the
linearly decreasing behavior often found in the literature (e.g. Kennicutt et
al 1998, Sakai et al 2004). On the other hand, non-linear theoretical models of
Fiorentino et al (2002) provide a fairly good description of the data.
