A comparative analysis of body shape was performed on 841 specimens of anchovy collected from 21 catches from the Sea of Azov, the Kerch Strait, and the Black Sea off Crimea and the northeastern coast of the Caucasus in 2006–2007 and 2016–2017. Twenty-three measurements between 12 homologous landmarks of the body of each specimen according to the Truss Network System served as characters for analysis. Fifteen characters showed significant differences between the Azov anchovy Engraulis encrasicolus maeoticus Pusanov, 1926 and the Black Sea anchovy E. encrasicolus ponticus Alexandrov, 1927. Specimens of the Azov subspecies had larger relative values for all characters of the head region, the height of the trunk region, the relative length of the bases of the dorsal and anal fins, and the height of the base of the caudal fin. Specimens of the Black Sea subspecies had a greater postdorsal length and a larger distance from the end of the dorsal fin base to the end of the anal fin base. A multivariate principal component analysis revealed the highest variability of characters of the body height, which depends on the body condition of the fish and demonstrates seasonal dynamics. The second group combines characters that do not have a seasonal component (dimensions of the head region, lengths of the bases of the dorsal and anal fins, and postdorsal distance) and can be used for distinguishing the shape of the Azov and Black Sea anchovies. The success rate of classification of Azov and Black Sea anchovies according to the body shape measurement characters using discriminant analysis was 83.4%.