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Background. This study aims at determining the factors associated with anemia among pregnant women of underprivileged ethnic groups attending antenatal care at the provincial level hospital of Province 2. Methods. A hospital-based cross-sectional study was carried out in Janakpur Provincial Hospital of Province 2, Southern Nepal. 287 pregnant women from underprivileged ethnic groups attending antenatal care were selected and interviewed. Face-to-face interviews using a structured questionnaire were undertaken. Anemia status was assessed based on hemoglobin levels determined at the hospital’s laboratory. Bivariate and multiple logistic regression analyses were used to identify the factors associated with anemia. Analyses were performed using IBM SPSS version 23 software. Results. The overall anemia prevalence in the study population was 66.9% (95% CI, 61.1–72.3). The women from most underprivileged ethnic groups (Terai Dalit, Terai Janajati, and Muslims) were twice more likely to be anemic than Madhesi women. Similarly, women having education lower than secondary level were about 3 times more likely to be anemic compared to those with secondary level or higher education. Women who had not completed four antenatal visits were twice more likely to be anemic than those completing all four visits. The odds of anemia were three times higher among pregnant women who had not taken deworming medication compared to their counterparts. Furthermore, women with inadequate dietary diversity were four times more likely to be anemic compared to women having adequate dietary diversity. Conclusions. The prevalence of anemia is a severe public health problem among pregnant women of underprivileged ethnic groups in Province 2. Being Dalit, Janajati, and Muslim, having lower education, less frequent antenatal visits, not receiving deworming medication, and having inadequate dietary diversity are found to be the significant factors. The present study highlights the need of improving the frequency of antenatal visits and coverage of deworming program in ethnic populations. Furthermore, promoting a dietary diversity at the household level would help lower the prevalence of anemia. The study findings also imply that the nutrition interventions to control anemia must target and reach pregnant women from the most-marginalized ethnic groups and those with lower education.