Connection structures on an extra-vascular electrode lead body improve strain relief and strengthen the transition region where electrical conductors carried by the lead body are joined to individual electrodes at the distal end of the lead. The electrodes include structure or mechanisms for externally securing the electrode assembly to a body part. A first connection structure is located on the lead body proximal the electrodes to anchor the lead body to a first anchor location in the body that generally moves in concert with the body part. A second connection structure is located on the lead body proximal to the first connection structure to anchor the lead body to a second anchor location that is at least partially independent of movement of the body part. The first and second anchor location are offset by a distance that is less than a distance between the first and second connection structures to provide strain relief for the electrodes.