Objectives. We examined whether physical proximity to supermarkets or supermarket price was more strongly associated with obesity risk. Methods. The Seattle Obesity Study (SOS) collected and geocoded data on home addresses and food shopping destinations for a representative sample of adult residents of King County, Washington. Supermarkets were stratified into 3 price levels based on average cost of the market basket. Sociodemographic and health data were obtained from a telephone survey. Modified Poisson regression was used to test the associations between obesity and supermarket variables. Results. Only 1 in 7 respondents reported shopping at the nearest supermarket. The risk of obesity was not associated with street network distances between home and the nearest supermarket or the supermarket that SOS participants reported as their primary food source. The type of supermarket, by price, was found to be inversely and significantly associated with obesity rates, even after adjusting for individual-level sociodemographic and lifestyle variables, and proximity measures (adjusted relative risk = 0.34; 95% confidence interval = 0.19, 0.63) Conclusions. Improving physical access to supermarkets may be one strategy to deal with the obesity epidemic; improving economic access to healthy foods is another.