Objective Due to an increase in aging worldwide, assessment of the nutritional status of older people becomes an important matter. Malnutrition in older people increases the risk of infections, disease period and hospitalization rates. This study aimed to compare the different anthropometric indices for detecting malnutrition among older people and comparing these indices among males and females to explain the possible differences. Methods In this cross-sectional study, 2721 aged 65 years and older in Turkey were enrolled. Anthropometric measurements weight, height, hip circumference (HC), and waist circumference (WC), abdominal circumference (AC), mid-upper arm circumference (MUAC), triceps skinfold thickness (TST), calf circumference (CC)) were measured. Body mass index (BMI), abdominal volume index (AVI), body roundness index (BRI) and body adiposity index (BAI), and waist-to-hip ratio (WHR) and waist-to-height ratio (WHtR) indices were calculated using standardized formulas. The receiver operator characteristic curves (ROCs) were conducted in detecting the best anthropometric parameters. Adjusted odds ratios (OR) (stratified by sex) calculated for each anthropometric index. Results Participants with both BMI < 18.5 (1.1%) and BMI > 25 (80%) defined as the malnourished group and BMI of 18.5-24.99 (18.9%) defined as the normal group. In both sexes, the area under the curve (AUC) was > 0.7 for all anthropometric indices except WHR in females (AUC 0.66). BRI, WHR, WHtR, and AVI indices strongly predict the risk of malnutrition among both sexes. In males, the ORs were for BRI (6.83, 95% CI 5.39-8.66), WHR (6.43, 95% CI 5.9-6.9), AVI (2.02, 95% CI 1.86-2.12). In females, the ORs were for BRI (3.72, 95% CI 3.09-4.48), WtHR (2.63, 95% CI 1.3-3.5), and WHR (2.45, 95% CI 1.9-3.06). Discussion The presence of a large AUC in almost all anthropometric indices suggests that they can be used to assess the risk of malnutrition among older persons in both sexes.