Quantile Regression methods have much to offer the investigation of the determinants of dietary intake. Dietary inadequacy or excess occurs at the tails of nutrient and food intakes, and it seems intuitive that intake responses in these areas will differ from elsewhere along the intake distribution. We apply quantile regression to examine the drivers of a key aspect of dietary health, fat density of energy intake in China. The sample of 2612 individuals between the ages of 20 and 45 is derived from the China Health and Nutrition Survey. The following insights emerge: (i) Fat density increases with income, but worryingly the income effect is more pronounced at the upper conditional tail of fat intake (ii) While it is confirmed that an urban location contributes to higher fat density for the most part, this effect disappears at the upper conditional quantiles, suggesting that, at the most unhealthy levels of fat density conditional on covariates, the problem is as much a rural one as it is urban.