The astrometric calibration of the Sloan Digital Sky Survey is described. For point sources brighter than r ~ 20 the astrometric accuracy is 45 milliarcseconds (mas) rms per coordinate when reduced against the USNO CCD Astrograph Catalog, and 75 mas rms when reduced against Tycho-2, with an additional 20 - 30 mas systematic error in both cases. The rms errors are dominated by anomalous refraction and random errors in the primary reference catalogs. The relative astrometric accuracy between the r filter and each of the other filters (u g i z) is 25 - 35 mas rms. At the survey limit (r ~ 22), the astrometric accuracy is limited by photon statistics to approximately 100 mas rms for typical seeing. Anomalous refraction is shown to contain components correlated over two or more degrees on the sky.