Based on our compiled catalogue of positions, velocities, ages, and abundances of nine chemical elements for 221 classical Cepheids, we analyze the dependences of the relative abundances of α-elements as well as rapid and slow neutron capture elements on metallicity, space velocity components, and Galactocentric distance. We have found that the relative abundances of all elements in Cepheids do not depend on velocity but increase with Galactocentric distance and decrease with increasing metallicity, just as in thin-disk dwarfs and giants. In Cepheids, however, the [ α/Fe]-[Fe/H] relation lies below, while the [ r/Fe]-[Fe/H] and [ s/Fe]-[Fe/H] relations lie above the analogous sequences for dwarfs and giants. We hypothesize that upon reaching a nearly solar metallicity in the interstellar medium of the thin disk, the most massive stars ceased to explode as type II supernovae, which mostly enriched the interstellar medium with α-elements. As a result, an underabundance of α-elements and a slight overabundance of r-process elements, which are ejected into the interstellar medium by less massive (8-10 M ☉) type II supernovae, were formed in the next generations of stars. The overabundance of s-process elements in Cepheids can be explained by the fact that some of the s-elements were produced in the weak s-process in the interiors of massive stars, which may be able to eject the upper parts of their envelopes even without any explosion like asymptotic giant branch stars. And since such massive stars, exploding as type II supernovae, also enriched the interstellar medium with a considerable amount of iron atoms, the [ s/Fe] ratios (along with [ r/Fe]) in the next generations of stars must be higher in their absence.