Single-crystal elastic constants of bcc iron and bct Fe-C and Fe-N alloys (martensites) have been evaluated by ab initio calculations based on the density-functional theory. The energy of a strained crystal has been computed using the supercell method at several values of the strain intensity, and the stiffness coefficient has been determined from the slope of the energy versus square-of-strain relation. Some of the third-order elastic constants have also been evaluated. The absolute magnitudes of the calculated values for bcc iron are in fair agreement with experiment, including the third-order constants, although the computed elastic anisotropy is much weaker than measured. The tetragonally distorted dilute Fe-C and Fe-N alloys exhibit lower stiffness than bcc iron, particularly in the tensor component C 33 , while the elastic anisotropy is virtually the same. Average values of elastic moduli for polycrystalline aggregates are also computed. Young's modulus and the rigidity modulus, as well as the bulk modulus, are decreased by about 10% by the addition of C or N to 3.7 atomic per cent, which agrees with the experimental data for Fe-C martensite.