Residents in poor neighborhoods have higher body mass index (BMI) and eat less healthfully. One possible reason might be the quality of available foods in their area. Location of grocery stores where individuals shop and its association with BMI were examined. Individuals have higher BMI if they reside in disadvantaged areas and in areas where the average person frequents grocery stores located in more disadvantaged neighborhoods. Those who own cars and travel farther to their grocery stores also have higher BMI. When controlling for grocery store census tract socioeconomic status (SES), the association between residential census tract SES and BMI becomes stronger. Where people shop for groceries and distance traveled to grocery stores are independently associated with BMI. Exposure to grocery store mediates and suppresses the association of residential neighborhoods with BMI and could explain why previous studies may not have found robust associations between residential neighborhood predictors and BMI.