Objective: We aimed to investigate the prevalence of grade 1, 2 and 3 thinness among Chinese children and to explore their associations with socio-economic status (SES). Design: A population, school-based cross-sectional study using multistage, stratified cluster random sampling. Grade 1, 2 and 3 thinness, overweight, obesity and severe obesity were defined by the International Obesity Task Force BMI cut-offs. Setting: Seven districts of Shanghai, China. Subjects: Chinese children aged 3-12 years (n 84 075). Results: In boys and girls, respectively, the prevalence of grade 1 thinness was 8·89 % and 11·78 %, of grade 2 thinness was 2·80 % and 3·74 %, and of grade 3 thinness was 2·23 % and 2·93 %. Compared with urban children, suburban children had higher prevalence of thinness. Children whose parent had low education had higher prevalence of grade 1, 2 and 3 thinness than those whose parent had high education. The prevalence of grade 2 and 3 thinness, obesity and severe obesity in low-SES children was higher than that in high-SES children, and the prevalence of grade 1 thinness was lower than that in high-SES children. Particular patterns of prevalence of grade 1, 2 and 3 thinness appeared in low-, middle-and high-SES children. Conclusions: The study describes associations of SES with grade 1, 2 and 3 thinness, overweight, obesity and severe obesity in Shanghai children. The patterns of thinness and obesity in Shanghai provide further insights into BMI patterns in mega-cities in developing countries.