To investigate the prevalence of urinary incontinence among elderly people living in São Paulo, Brazil and their associated risk factors. The Pan-American Health Organization and World Health Organization coordinated a multicenter study named Health, Wellbeing and Aging (SABE Study) in elderly people (over 60 years old) living in seven countries in Latin America and the Caribbean. In Brazil, the study was carried out in São Paulo in the year 2000. The total Brazilian sample included 2,143 people. The prevalence of self reported urinary incontinence was 11.8% among men and 26.2% for women. It was verified that among those reporting urinary incontinence, 37% also reported stroke and 34% depression. It was found that the greater the dependence that the elderly people presented, the greater the prevalence of urinary incontinence. The associated factors found were depression (odds ratio = 2.49), female (2.42), advanced age (2.35), important functional limitation (2.01). Urinary incontinence is a highly prevalent symptom among the elderly population of the municipality of São Paulo, especially among women. The adoption of preventive measures can reduce the negative effects of urinary incontinence.