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In Nepal, the prevalence of anaemia decreased by 1% from 2006 to 2011 but increased by 6% from 2011 to 2016. In this study, we examined the changes in prevalence by possible factors from 2006 to 2016 along with the factors associated with anaemia among women of reproductive age (15–49 years) using the Nepal Demographic and Health Survey (NDHS) data from years 2006, 2011 and 2016. We used rate of change analysis to explore average annual rate of change (AARC) in anaemia prevalence and concentration curves and indices to assess unequal distribution of anaemia prevalence among socio‐economic quintiles. Multilevel regression was performed to examine the association of multilevel factors with anaemia. Our results showed higher AARC increase in anaemia prevalence from 2006 to 2016, among women aged 30–39 years, with secondary or higher education, who had two or fewer children, not working women, from higher wealth quintiles and who were overweight or obese. Shifting of concentration curve from 'above the line of equality' in 2006 and 2011 to 'under the line of equality' in 2016 was observed. Women aged 20–29 years, with more than four children, who underwent female sterilization, had experienced violence and from Provinces 1, 2 and 5 were at higher risk of anaemia. Overweight and obese women using hormonal contraception and from lowest wealth quintiles were at lower risk. The change in trends and the associated multilevel factors identified should be considered in designing multilevel interventions that particularly target women at risk for sustainable anaemia reduction. [ABSTRACT FROM AUTHOR]