Background/Objectives: Living in socioeconomically disadvantaged neighbourhoods is associated with increased risk of a poor diet; however, the mechanisms underlying associations are not well understood. This study investigated whether selected healthy and unhealthy dietary behaviours are patterned by neighbourhood-socioeconomic disadvantage, and if so, whether features of the neighbourhood-nutrition environment explain these associations. Subjects/Methods: A survey was completed by 1399 women from 45 neighbourhoods of varying levels of socioeconomic disadvantage in Melbourne, Australia. Survey data on fruit, vegetable and fast-food consumption were linked with data on food store locations (supermarket, greengrocer and fast-food store density and proximity) and within-store factors (in-store data on price and availability for supermarkets and greengrocers) obtained through objective audits. Multilevel regression analyses were used to examine associations of neighbourhood disadvantage with fruit, vegetable and fast-food consumption, and to test whether nutrition environment factors mediated these associations. Results: After controlling for individual-level demographic and socioeconomic factors, neighbourhood disadvantage was associated with less vegetable consumption and more fast-food consumption, but not with fruit consumption. Some nutrition environmental factors were associated with both neighbourhood disadvantage and with diet. Nutrition environmental features did not mediate neighbourhood-disadvantage variations in vegetable or fast-food consumption. Conclusions: Although we found poorer diets among women living in disadvantaged neighbourhoods in Melbourne, the differences were not attributable to less supportive nutrition environments in these neighbourhoods.