OBJECTIVE The origin of malnutrition in older age is multifactorial and risk factors may vary according to health and living situation. The present study aimed to identify setting-specific risk profiles of malnutrition in older adults and to investigate the association of the number of individual risk factors with malnutrition. DESIGN Data of four cross-sectional studies were harmonized and uniformly analysed. Malnutrition was defined as BMI < 20 kg/m2 and/or weight loss of >3 kg in the previous 3-6 months. Associations between factors of six domains (demographics, health, mental function, physical function, dietary intake-related problems, dietary behaviour), the number of individual risk factors and malnutrition were analysed using logistic regression. SETTING Community (CD), geriatric day hospital (GDH), home care (HC), nursing home (NH). PARTICIPANTS CD older adults (n 1073), GDH patients (n 180), HC receivers (n 335) and NH residents (n 197), all ≥65 years. RESULTS Malnutrition prevalence was lower in CD (11 %) than in the other settings (16-19 %). In the CD sample, poor appetite, difficulties with eating, respiratory and gastrointestinal diseases were associated with malnutrition; in GDH patients, poor appetite and respiratory diseases; in HC receivers, younger age, poor appetite and nausea; and in NH residents, older age and mobility limitations. In all settings the likelihood of malnutrition increased with the number of potential individual risk factors. CONCLUSIONS The study indicates a varying relevance of certain risk factors of malnutrition in different settings. However, the relationship of the number of individual risk factors with malnutrition in all settings implies comprehensive approaches to identify persons at risk of malnutrition early.