Background Observational studies on effectiveness of influenza vaccination in the elderly are thought to be biased by healthier lifestyles and higher socioeconomic status among vaccinated vs. unvaccinated persons. We examined this hypothesis in a uniform tax-supported health care system with free-of-charge influenza vaccination to the elderly. Methods We conducted a cross-sectional study among Danes aged 65–79 years participating in a survey. We compared elderly persons with and without a recent (within six months) influenza vaccination in terms of (i) lifestyle and socioeconomic characteristics obtained from the survey and (ii) health factors including medical history provided by Danish registries. We compared the prevalence of study variables among vaccinated and unvaccinated persons using age- and sex-adjusted prevalence ratios (aPRs) with 95% confidence intervals (CIs). Results Among the 4237 elderly persons completing the survey, 1718 (41%) had received an influenza vaccination. Vaccinated persons had more comorbidity than unvaccinated persons (aPR for high comorbidity level: 1.51 95% CI 1.24–1.84), were less likely to never have smoked (aPR: 0.88, 95% CI 0.80–0.97), and had a higher prevalence of physical inactivity (aPR: 1.08, 95% CI 1.03–1.13). Levels of education and income were similar in the two groups. Vaccinated persons had a higher prevalence of major physical limitations (aPR: 1.40, 95% CI 1.17–1.66) and need for assistance with activities of daily living (aPR: 1.29, 95% CI 1.13–1.47). Conclusion Elderly influenza vaccinated persons were not healthier in terms of lifestyle and burden of disease, did not have a higher socioeconomic status, and were more frail than unvaccinated persons.