We study Born-Infeld gravity coupled to an anisotropic fluid in a static, spherically symmetric background. The free function characterizing the fluid is selected on the following grounds: i) recovery of the Reissner-Nordström solution of GR at large distances, ii) fulfillment of classical energy conditions and iii) inclusion of models of nonlinear electrodynamics as particular examples. Four branches of solutions are obtained, depending on the signs of two parameters on the gravity and matter sectors. On each branch, we discuss in detail the modifications on the innermost region of the corresponding solutions, which provides a plethora of configurations, including nonsingular black holes and naked objects, wormholes and de Sitter cores. The regular character of these configurations is discussed according to the completeness of geodesics and the behaviour of curvature scalars.