Despite widespread epidemiological evidence of a social gradient in obesity, there has been less attention focused on understanding this from a sociological perspective. Furthermore, whilst pleasure is an obvious feature of contemporary cultural representations of food and eating, this has not figured prominently in sociological understandings of the social gradient. Using qualitative data from biographical interviews conducted with adults living in materially deprived parts of South Yorkshire (UK) we introduce the idea of discordant pleasure in relation to everyday eating as a way of shedding light on the social gradient in obesity. We highlight in particular, the ways in which materially deprived individuals who were defined as obese described the tensions between the pleasures of eating and the struggles for bodily control, alongside the affective dimensions - frustration and shame - that this process engendered. We draw on Berlant's work on lateral and interruptive agency to make sense of these accounts, suggesting that classed agency and discordant pleasure are important dimensions in understanding the social gradient in obesity under neoliberalism.