Aims and background: Being both underweight and overweight in women are major risks for maternal and fetal outcomes. This study aimed to find the double burden of malnutrition (DBM) in Pakistan, Bangladesh, Nepal, and Myanmar women, and sociodemographic factors involved. Materials and methods: Data were taken from the latest Demographic and Health Survey (DHS) datasets. Frequencies, percentages, and multinomial logistic regression analyses were done to assess the effects of sociodemographic variables on body mass index (BMI). Results: About 50% of women from Pakistan and Nepal, 65% from Bangladesh, and 71% from Myanmar lived in rural areas were involved in this study. About 50% of women from Pakistan, whereas less than 28% from Bangladesh, Nepal, and Myanmar had no formal education. About 40–50% of women from all four countries were poor. About 60% of women from Pakistan, whereas 30–40% from the other three countries had ≥3 “children ever born.” About 67% of women from Pakistan, whereas 40–50% from the other three had BMI ≥ 23, whereas 7.5–14% of women from all four countries had BMI <18.5. Multinomial regression showed increasing BMI with an increase in women's age and socioeconomic status in all countries. Higher BMI was associated with urban residence in Pakistan and Myanmar, with higher education in Nepal, Bangladesh, and Myanmar, and with ≥3 children in Nepal and Myanmar. Conclusion: Younger age, less education, rural residence, less wealth, and lesser number of children were major risk factors for underweight women, and opposite factors were risks for overweight. Clinical classical significance: The nutritional status of women in developing countries should be improved to improve the health of future generations.