Data on micronutrient deficiency prevalence, nutrition status, and risk factors of anemia in The Gambia is scanty. To fill this data gap, a nationally representative cross-sectional survey was conducted on 1354 children (0–59 months), 1703 non-pregnant women (NPW; 15–49 years), and 158 pregnant women (PW). The survey assessed the prevalence of under and overnutrition, anemia, iron deficiency (ID), iron deficiency anemia (IDA), vitamin A deficiency (VAD), and urinary iodine concentration (UIC). Multivariate analysis was used to assess risk factors of anemia. Among children, prevalence of anemia, ID, IDA, and VAD was 50.4%, 59.0%, 38.2%, and 18.3%, respectively. Nearly 40% of anemia was attributable to ID. Prevalence of stunting, underweight, wasting, and small head circumference was 15.7%, 10.6%, 5.8%, and 7.4%, respectively. Among NPW, prevalence of anemia, ID, IDA and VAD was 50.9%, 41.4%, 28.0% and 1.8%, respectively. Anemia was significantly associated with ID and vitamin A insufficiency. Median UIC in NPW and PW was 143.1 µg/L and 113.5 ug/L, respectively. Overall, 18.3% of NPW were overweight, 11.1% obese, and 15.4% underweight. Anemia is mainly caused by ID and poses a severe public health problem. To tackle both anemia and ID, programs such as fortification or supplementation should be intensified.