A poor understanding of malnutrition burden is a common reason for not prioritizing the care of small and nutritionally at-risk infants aged under-six months (infants u6m). We aimed to estimate the anthropometric deficit prevalence in infants u6m attending health centres, using the Composite Index of Anthropometric Failure (CIAF), and to assess the overlap of different individual indicators. We undertook a two-week survey of all infants u6m visiting 18 health centres in two zones of the Oromia region, Ethiopia. We measured weight, length, and MUAC (mid-upper arm circumference) and calculated weight-for-length (WLZ), length-for-age (LAZ), and weight-for-age z-scores (WAZ). Overall, 21.7% (95% CI: 19.2; 24.3) of infants u6m presented CIAF, and of these, 10.7% (95% CI: 8.93; 12.7) had multiple anthropometric deficits. Low MUAC overlapped with 47.5% (95% CI: 38.0; 57.3), 43.8% (95% CI: 34.9; 53.1), and 42.6% (95% CI: 36.3; 49.2) of the stunted, wasted, and CIAF prevalence, respectively. Underweight overlapped with 63.4% (95% CI: 53.6; 72.2), 52.7% (95% CI: 43.4; 61.7), and 59.6% (95% CI: 53.1; 65.9) of the stunted, wasted, and CIAF prevalence, respectively. Anthropometric deficits, single and multiple, are prevalent in infants attending health centres. WAZ overlaps more with other forms of anthropometric deficits than MUAC.