Purpose of Review The purposes of this study were to examine the relationships between obesity and a wide range of mental health issues and to identify where sex differences exist and may vary across disorders. Recent Findings Research on sex differences in the relationship between obesity and psychiatric disorders is more abundant in some areas, such as depression and eating disorders, than others, such as anxiety, trauma, and substance use. However, for most of the disorders, their relationships with obesity and sex are complex and are usually moderated by additional variables. Thus, studies that find stronger relationships for women between depression and obesity cross-sectionally do not tell the whole story, as longitudinal studies suggest that this relationship may also be present among men, particularly when confounders are considered. For those with eating disorders, men and women with obesity are fairly equally affected, and weight and shape concerns may play a role in maintaining these behaviors for both sexes. Weight stigma, though, seems to have worse consequences for women than men with obesity. Summary Sex differences exist in relation to the associations between mental health and obesity. However, these differences vary by disorder, with disorder-specific moderators playing a role, such as age for depressive disorders, comorbid depression for anxiety disorders, and weight and shape concerns for eating disorders. More work is needed to understand if sex differences play a role in the relationship between obesity and anxiety, trauma, and substance use disorders.