Background: Anaemia has been identified as a major public health problem that affects both developed and developing countries, including Malaysia. To prevent anaemia, knowledge is a key parameter for changing attitudes and practices. Aim: This present study aims to determine the association of knowledge and practices in preventing nutritional anaemia with anaemia status of urban poor adolescents in Kuala Lumpur, Malaysia. Methods: A total of 209 urban poor adolescents (50.7% males and 49.3% females) aged 10 to 17 years old were recruited from eight low-cost flats (People Housing Programme) in Kuala Lumpur, Malaysia. A self-administered questionnaire was used to assess the sociodemographic characteristics, knowledge and practices in preventing nutritional anaemia. Anaemia status from the haemoglobin level concentration was determined using HemoCue® 201 + hemoglobinometer. Results: The prevalence of anaemia among urban poor adolescents was 58.4%, particularly prevalent among females (p < 0.001) and household size of six and above (p = 0.036). Only 29.2% and 10.0% of them were found to have good levels of knowledge and practices in preventing nutritional anaemia, respectively. Adolescents with high knowledge level tended to be anaemic as compared to poor knowledge level (AOR(95% CI) = 2.20 (1.02, 5.61), p < 0.05) after adjusting for sex, household size and monthly household income. Conclusion: Findings showed high prevalence of anaemia and low levels of knowledge and practices of nutritional anaemia prevention among the urban poor adolescents. Nutrition education and intervention are needed to improve the anaemia status of the urban poor adolescents.