Background: The purpose of this study was to examine the relationships among weight stigma, eating behaviors, and stress, as well as to analyze the effect of stress in mediating the association between weight stigma and eating behaviors. Methods: The study involved 1818 adolescents between 14 to 19 years of age and was conducted in Wuhan, China in 2019. Weight stigma, eating behaviors (cognitive restraint, uncontrolled eating, and emotional eating), and stress were assessed by self-report questionnaires. Hierarchical linear regression analyses were used to examine the predictors of cognitive restraint, uncontrolled eating, and emotional eating; the serial mediation models analyses were conducted to analyze the effect of stress in mediating the association between weight stigma and eating behaviors for the whole non-overweight (normal and underweight) and overweight or obese participants, respectively. Results: Hierarchical linear regression analyses showed that experiences of weight stigma significantly predicted uncontrolled eating and emotional eating regardless of body mass index (BMI) (non-overweight adolescents: uncontrolled eating: β [SE] = 0.161 [0.017]; emotional eating: β [SE] = 0.199 [0.008], p < 0.05; overweight or obese adolescents: uncontrolled eating: β [SE] = 0.286 [0.030]; emotional eating: β [SE] = 0.267 [0.014], p < 0.05); experiences of weight stigma significantly predicted cognitive restraint among non-overweight adolescents (β [SE] = 0.204 [0.013], p < 0.05). Mediation analyses showed that stress mediated the associations between weight stigma and uncontrolled eating and emotional eating among non-overweight adolescents (uncontrolled eating: indirect effect coefficient = 0.0352, 95% CI = 0.0241, 0.0478; emotional eating: indirect effect coefficient = 0.0133, 95% CI = 0.0085, 0.0186). Conclusions: These findings suggest that non-overweight individuals can still experience weight stigma and its associated negative consequences; the relationship between weight stigma and eating behaviors is modulated by weight status; stress mediated the associations between weight stigma and uncontrolled and emotional eating among non-overweight adolescents.