Obesity has been linked to numerous health and nutritional problems, including impaired iron metabolism, a common cause of anemia. We aimed to determine the prevalence of anemia, iron deficiency (ID), and iron deficiency anemia (IDA) among women aged 20–49 years based on body mass index (BMI) status. We used measures of iron status and body mass index from the 2001–2006 National Health and Nutrition Examination Survey (NHANES). Mean serum ferritin, erythrocyte protoporphyrin, and soluble transferrin receptor were higher, while those of serum iron, percent transferrin saturation, and mean cell volume (MCV) were lower in women with obesity than those with normal weight (allp< 0.016). ID based on the ferritin model was 12.5 ± 1.0% vs. 22.9 ± 1.6% (p< 0.001); 9.0 ± 0.9% vs. 20.0 ± 1.3% (p< 0.001) based on the MCV model; and 8.1 ± 1.0% vs. 10.5 ± 1.2% (p> 0.05) based on the BII model for women with normal weight and women with obesity, respectively. Anemia prevalence was 5.5 ± 0.8% (normal) vs. 9.3 ± 1.0% (obese) (p= 0.005). The IDA estimates based on the ferritin and MCV models were similar but higher than that from the BII model (p< 0.001). Generally, the prevalence rates of ID and anemia (and IDA) were higher for women with obesity, but the method used to define deficiency mattered. The choice of iron indices is important for estimating ID and IDA in populations with obesity.