Background: Understanding the relationship between BMI and blood pressure requires assessing whether this association is similar or differs across population groups. This study aimed to assess the association between body mass index (BMI) and blood pressure levels, and how these associations vary between socioeconomic groups and geographical settings. Methods: Data from the National Demographic Health Survey of Peru from 2014 to 2019 was analyzed considering the complex survey design. The outcomes were levels of systolic (SBP) and diastolic blood pressure (DBP), and the exposure was BMI. Exposure and outcomes were fitted as continuous variables in a non-linear quadratic regression model. We explored effect modification by six socioeconomic and geographical variables (sex, age, education level, socioeconomic position, study area, and altitude), fitting an interaction term between each of these variables and BMI. Results: Data from 159, 940 subjects, mean age 44.4 (SD: 17.1), 54.6% females, was analyzed. A third (34.0%) of individuals had ≥12 years of education, 24.7% were from rural areas, and 23.7% lived in areas located over 2,500 m above sea level. In the overall sample mean BMI was 27.1 (SD: 4.6) kg/m2, and mean SBP and DBP were 122.5 (SD: 17.2) and 72.3 (SD: 9.8) mmHg, respectively. In the multivariable models, greater BMI levels were associated with higher SBP (p-value < 0.001) and DBP (p-value < 0.001). There was strong evidence that sex, age, education level, and altitude were effect modifiers of the association between BMI and both SBP and DBP. In addition to these socio-demographic variables, socioeconomic position and study area were also effect modifiers of the association between BMI and DBP, but not SBP. Conclusions: The association between BMI and levels of blood pressure is not uniform on a range of socio-demographic and geographical population groups. This characterization can inform the understanding of the epidemiology and rise of blood pressure in a diversity of low-resource settings.