OBJECTIVE: This study aimed to determine the frequency of iron deficiency and its association with socioeconomic, obstetric, and nutritional factors in pregnant women. METHODS: This cross-sectional study included women on the second trimester of pregnancy seen at a public prenatal care facility of Cuiabá, Mato Grosso, Brazil from May 2008 to May 2009. Socioeconomic, nutritional, and obstetric data were compared with markers of iron stores. RESULTS: During the study period, 146 pregnant women met the inclusion criteria. The frequency of anemia characterized by abnormal hemoglobin level, hematocrit, and mean corpuscular volume varied from 3% to 5%. However, 11% of the women had high transferrin levels and 39% had low ferritin levels. Before pregnancy, 21% of the women were underweight and 29% were overweight or obese. During pregnancy, the percentage of overweight or obese women rose to 40%. History of miscarriages, higher gestational age, and excess weight before pregnancy were associated with markers of iron stores at abnormal levels. Consumption of specific food groups was not associated with abnormal marker levels. CONCLUSION: Serum ferritin was the most sensitive indicator of iron deficiency. Excess weight and anemia were concomitant.