There is growing concern over the double burden of over- and under-nutrition in individuals, especially in children and adolescents, which could dwarf their growth and development. This study aims to explore the rural-urban difference in BMI and anemia among children and adolescents. A stratified cluster sampling technique was employed. Dietary data were collected through interviews, and anthropometric values were measured. There were 1534 children and adolescents who participated in this study, including 775 male and 759 female participants. The prevalence of obesity among children living in a city, township and rural area was 10.3%, 8.5% and 5.5%, and that among adolescents was 1.4%, 2.9% and 2.8%. The prevalence of anemia among children and living in a city, township and rural area was 4.3%, 2.5% and 4.5%, while that among adolescents was 6.1%, 3.7% and 11.3%, respectively, with significant difference (χ2 = 10.824, p = 0.004). The prevalence of being overweight, obesity and anemia was significant when comparing children with adolescents (χ2 = 37.861, p = 0.000; χ2 = 19.832, p = 0.000; χ2 = 8.611, p = 0.003). Findings of this study indicate the double burden of malnutrition in Zhejiang province, characterized by a high prevalence of being overweight, obesity and anemia among children and a high prevalence of anemia among adolescents living in townships.