We assessed the association between body mass index (BMI) and sensory processing in 445 Spanish children aged 3–7 from the InProS project. Child sensory processing was measured using the short sensory profile (SSP); an atypical sensory performance was defined as an SSP total score <155 and scores of tactile sensitivity <30; taste/smell sensitivity <15; movement sensitivity <13; under-responsive/seeks sensation <27; auditory filtering <23; low energy/weak <26; and visual/auditory sensitivity <19. The BMI was calculated according to the cutoffs by the World Health Organization for children aged 0–5 and 5–19 years. We used multiple Poisson regression models with robust variance to obtain prevalence ratios (PR). No associations between children’s overweight and obesity and the prevalence of atypical sensory outcomes were observed. A one-point increase in BMI was significantly associated with a higher prevalence of atypical tactile sensitivity (PR = 1.07, 95% CI: 1.02; 1.12). A statistically marginal association was also observed for atypical total SSP (PR = 1.03, 95% CI: 1.00; 1.07) and atypical movement sensitivity (PR = 1.05, 95% CI: 1.00; 1.10). To our knowledge, this is the first time the association between children’s BMI and sensory processing has been reported. Our findings suggest that sensory processing issues may play a part in the complex context of childhood obesity. Further research is required to confirm these findings.