We aimed to assess Centers for Disease Control and Prevention (CDC) data systems on the extent of data collection on sex, sexual orientation, and gender identity as well as on age and race/ethnicity. Between March and September 2019, we searched 11 federal websites to identify CDC-supported or -led U.S. data systems active between 2015 and 2018. We searched the systems’ website, documentation, and publications for evidence of data collection on sex, sexual orientation, gender identity, age, and race/ethnicity. We categorized each system by type (disease notification, periodic prevalence survey, registry/vital record, or multiple sources). We provide descriptive statistics of characteristics of the identified systems. Most (94.1%) systems we assessed collected data on sex. All systems collected data on age, and approximately 80% collected data on race/ethnicity. Only 17.7% collected data on sexual orientation and 5.9% on gender identity. Periodic prevalence surveys were the most common system type for collecting all the variables we assessed. While most U.S. public health data and monitoring systems collect data disaggregated by sex, age, and race/ethnicity, far fewer do so for sexual orientation or gender identity. Standards and examples exist to aid efforts to collect and report these vitally important data. Additionally important is increasing accessibility and appropriately tailored dissemination of reports of these data to public health professionals and other collaborators.