Coffee, obtained from various sources, is consumed by most United States adults. The present analyses of one and two 24-h dietary recalls for 14,865 persons aged ≥20 years in the 2011–2016 National Health and Nutrition Examination Survey (NHANES 2011–2016) aimed to identify socio-demographic predictors of coffee consumption and to examine whether coffee purchase locations differed by population sub-group. Given the emphasis on food and beverage consumption patterns, the relation between coffee consumption and compliance with the Dietary Guidelines of Americans was also examined. Coffee was consumed by 59% of the sample (n = 8551). Survey-adjusted mean intake among consumers was 544.7 g/day. Percent consumers and mean amounts consumed were highest among adults aged 51–70 years (p < 0.001), higher income groups (p < 0.001), and non-Hispanic Whites (p < 0.001). About 74% of coffee consumers obtained their coffee from stores, 9.8% from fast food restaurants, 4.3% from convenience stores, and 4.2% from someone else. Coffee source locations also varied by age, education, income, and race/ethnicity. Coffee consumers had significantly higher Healthy Eating Index (HEI-2015) and higher Nutrient-Rich Foods (NRF9.3) scores in energy-adjusted models and significantly higher HEI 2015 scores in multivariable models. In multivariable models, coffee consumers had diets with less added sugar (p < 0.001) but slightly more fat (of all types, including monounsaturated (MUFA), polyunsaturated (PUFA), saturated and solid fats), cholesterol, and alcohol. Their diets had more potassium and magnesium (p < 0.001) but less vitamin C (p < 0.001). Mean caffeine consumption was 233 mg/day for consumers and 72.3 mg/day for non-consumers. Coffee consumption patterns in the US vary across socio-demographic groups.