Many studies have demonstrated the existence of simple, unidimensional socioeconomic gradients in body mass index (BMI). However, in the present paper we move beyond such traditional analyses by simultaneously considering multiple demographic and socioeconomic dimensions. Using the Spanish National Health Survey 2011–2012, we apply intersectionality theory and multilevel analysis of individual heterogeneity and discriminatory accuracy (MAIHDA) to analyze 14,190 adults nested within 108 intersectional strata defined by combining categories of gender, age, income, educational achievement and living situation. We develop two multilevel models to obtain information on stratum-specific BMI averages and the degree of clustering of BMI within strata expressed by the intra-class correlation coefficient (ICC). The first model is a simple variance components analysis that provides a detailed mapping of the BMI disparities in the population and measures the accuracy of stratum membership to predict individual BMI. The second model includes the variables used to define the intersectional strata as a way to identify stratum-specific interactions. The first model suggests moderate but meaningful clustering of individual BMI within the intersectional strata (ICC = 12.4%). Compared with the population average (BMI = 26.07 Kg/m2), the stratum of cohabiting 18-35-year-old females with medium income and high education presents the lowest BMI (-3.7 Kg/m2), while cohabiting 36-64-year-old females with low income and low education show the highest BMI (+2.6 Kg/m2). In the second model, the ICC falls to 1.9%, suggesting the existence of only very small stratum specific interaction effects. We confirm the existence of a socioeconomic gradient in BMI. Compared with traditional analyses, the intersectional MAIHDA approach provides a better mapping of socioeconomic and demographic inequalities in BMI. Because of the moderate clustering, public health policies aiming to reduce BMI in Spain should not solely focus on the intersectional strata with the highest BMI, but should also consider whole population polices.