Background: Although obesity increases depressive symptoms and reduces health-related quality-of-life (HRQoL), the magnitude of these effects may vary across populations. This study tested if the links between body mass index (BMI), depressive symptoms, and HRQoL of individuals with obesity depend on the intersection of race and gender. For this purpose, we compared Black and White men and women with obesity at the time of enrollment into an intensive behavioral weight management program (WMP). Methods: This cross-sectional study utilized baseline data from the University of Michigan WMP, in which 801 (295 men and 506 women, 697 Whites and 104 Blacks) obese individuals were enrolled. Baseline socio-demographic factors, BMI, medical comorbidity, health-related quality-of-life: [EuroQol (EQ-5D) and impact of weight on quality-of-life-lite (IWQOL-lite©, Duke University)] and depressive symptoms [inventory of depressive symptomatology-self report (IDS-SR)] were obtained. We used linear regression models for data analysis. Results: High BMI was associated with low EQ-5D, IWQOL-lite, and IDS-SR scores. We found significant race by BMI interactions on EQ-5D index, IWQOL-lite (self-esteem, sexual life, public distress, and work), and depressive symptoms for women but not for men. These interactions suggested that the effect of BMI on these outcomes is greater is larger for White than Black women. Conclusions: How BMI influences depressive symptoms and HRQoL in individuals with obesity at WMP entry depends on the intersection of race and gender. BMI has a larger effect on depressive symptoms and HRQoL of Black women compared to White women with obesity. These findings advocate for tailoring of weight management programs based on the intersection of race and gender.