The present study investigates the socioeconomic risk factors of anaemia among women belonging to eastern Indian states. An attempt has been made to find out differences in anaemia related to social class and place of residence, and age and marital status. It was hypothesized that rural women would have a higher prevalence of anaemia compared with their urban counterparts, particularly among the poorest social strata, and that ever-married women would be at elevated risk of anaemia compared with never-married women, particularly in the adolescent age group. Using data from National Family Health Survey-3, 2005–6, a nationally representative cross-sectional survey that provided information on anaemia level among 19,695 women of this region, the present study found that the prevalence of anaemia was high among all women cutting across social class, location and other attributes. In all 47.9% were mildly anaemic (10.0–11.9.9 g/dl), 16.1% were moderately anaemic (7.0–9.9 g/dl) and 1.6% were severely anaemic (<7.0 g/dl). Protective factors include frequent consumption of pulses, milk and milk products, fruits and fish, educational attainment, mass media exposure and high socioeconomic status. Urban poor women and adolescent ever-married women had very high odds of being anaemic. New programme strategies are needed, particularly those that improve iron storage and enhance the overall nutritional status of women throughout the life-cycle.