Aboriginal Australians experience disadvantage relative to other Australians across multiple socioeconomic indicators. Whilst Aboriginal disadvantage occurs across the nation, its characteristics may differ between locations. This article presents the first econometric analysis of Aboriginal disadvantage in major cities of New South Wales. The analysis is based on a multiple indicator framework devised by the Productivity Commission, populated with data from the National Aboriginal and Torres Strait Islander Social Survey of 2002. The results demonstrate the key drivers and interdependence of various indicators of Aboriginal disadvantage. This supports holistic approaches to improving Aboriginal welfare, rather than focusing on individual policy areas in isolation.