Sociodemographic and lifestyle factors exert important influences on nutritional status; however, information on their association with biomarkers of fat-soluble nutrients is limited, particularly in a representative sample of adults. Serum or plasma concentrations of vitamin A, vitamin E, carotenes, xanthophylls, 25-hydroxyvitamin D [25(OH)D], SFAs, MUFAs, PUFAs, and total fatty acids (tFAs) were measured in adults (aged ≥20 y) during all or part of NHANES 2003–2006. Simple and multiple linear regression models were used to assess 5 sociodemographic variables (age, sex, race-ethnicity, education, and income) and 5 lifestyle behaviors (smoking, alcohol consumption, BMI, physical activity, and supplement use) and their relation to biomarker concentrations. Adjustment for total serum cholesterol and lipid-altering drug use was added to the full regression model. Adjustment for latitude and season was added to the full model for 25(OH)D. Based on simple linear regression, race-ethnicity, BMI, and supplement use were significantly related to all fat-soluble biomarkers. Sociodemographic variables as a group explained 5–17% of biomarker variability, whereas together, sociodemographic and lifestyle variables explained 22–23% [25(OH)D, vitamin E, xanthophylls], 17% (vitamin A), 15% (MUFAs), 10–11% (SFAs, carotenes, tFAs), and 6% (PUFAs) of biomarker variability. Although lipid adjustment explained additional variability for all biomarkers except for 25(OH)D, it appeared to be largely independent of sociodemographic and lifestyle variables. After adjusting for sociodemographic, lifestyle, and lipid-related variables, major differences in biomarkers were associated with race-ethnicity (from −44 to 57%), smoking (up to −25%), supplement use (up to 21%), and BMI (up to −15%). Latitude and season attenuated some race-ethnicity differences. Of the sociodemographic and lifestyle variables examined, with or without lipid adjustment, most fat-soluble nutrient biomarkers were significantly associated with race-ethnicity.