A proper coloring of a graph is called \emph{odd} if every non-isolated vertex has some color that appears an odd number of times on its neighborhood. The smallest number of colors that admits an odd coloring of a graph $G$ is denoted $χ_o(G)$. This notion was introduced by Petruševski and Škrekovski, who proved that if $G$ is planar then $χ_o(G)\le 9$; they also conjectured that $χ_o(G)\le 5$. For a positive real number $α$, we consider the maximum value of $χ_o(G)$ over all graphs $G$ with maximum average degree less than $α$; we denote this value by $χ_o(\mathcal{G}_α)$. We note that $χ_o(\mathcal{G}_α)$ is undefined for all $α\ge 4$. In contrast, for each $α\in[0,4)$, we give a (nearly sharp) upper bound on $χ_o(\mathcal{G}_α)$. Finally, we prove $χ_o(\mathcal{G}_{20/7})= 5$ and $χ_o(\mathcal{G}_3)= 6$. Both of these results are sharp.