We show that, in contrast to general relativity, in Eddington-inspired Born-Infeld gravity (EiBI), a violation of the null convergence condition does not necessarily lead to a violation of the null energy condition, by establishing a relationship between them. This serves as a motivation for finding wormhole solutions which can be supported by nonexotic matter in this gravity theory. We then obtain exact solutions of the field equations in EiBI gravity coupled to arbitrary nonlinear electrodynamics and anisotropic fluids. Depending on the signs and values of different parameters, the general solutions can represent both black holes and wormholes. In this work, we analyze the wormhole solutions. These wormholes are supported by nonexotic matter, i.e., matter satisfying all the energy conditions. As special cases of our general solutions, we work out several specific examples by considering Maxwell, power-law, Born-Infeld electrodynamics models and a particular form of an anisotropic fluid. * rajibul.shaikh@tifr.res.in