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 each of 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.