Background: To determine the optimal cut-off values and evaluate the associations of body mass index (BMI), waist circumference (WC) and waist-height ratio (WHtR) with cardiovascular disease (CVD) risk factors. Methods: A large-scale cross-sectional survey was conducted among 35,256 adults aged 20-74 years in Shanghai between June 2016 and December 2017. Receiver operating characteristic (ROC) analyses were conducted to assess the optimal cut-off anthropometric indices of CVD risk factors including hypertension, diabetes, dyslipidemia and hyperuricemia. Multivariate Logistic regression models were preformed to evaluate the odds ratio of CVD risk factors. Results: The area under the curve (AUC) of WHtR was significantly greater than that of BMI or WC in the prediction of hypertension and diabetes, and AUCs were higher in women than men. The optimal cut-off values of WHtR were approximately 0.51 in both sexes, while the cut-off values of BMI and WC were higher for men compared with women. The optimal cutoff values of BMI and WC varied greatly across different age groups, but the difference in WHtR was relatively slight. Among women, the optimal threshold of anthropometric indices appeared to increase with age for hypertension and diabetes. The odds ratio between anthropometric indices and CVD risk factors were attenuated with age. WHtR had the greatest odds ratio for CVD risk factors among adults under 60 years old except for women with hypertension, while among 60-74 years, BMI yielded the greatest odds ratio in terms of all CVD outcomes except for women with diabetes. Conclusions: WHtR had the best performance for discriminating hypertension and diabetes and potentially be served as a standard screening tool in public health. The associations between three anthropometric indices and CVD risk factors differed by sex and decreased with age. These findings indicated a need to develop age- and gender-specific difference and make effective strategies for primary prevention of CVDs.