This paper tested the association between weight status (proxied by BMI) and mental health in Italy, using EHIS2 microdata, which provide the usual information (demographic, socioeconomic , etc.), and also information on weight/height, and eight mental health variables (low interest, depression, sleep disorders, tiredness, eating disorders, sense of failure, low concentration, slow moving/speaking). The empirical results show that there is a strong positive association between weight status and all mental health variables (except of slow moving/slow speaking) with an interesting gender difference in the association between weight status and sleep disorders and eating disorders in that females suffer more than males. Moreover, the empirical results reveal that between weight status there is: a negative association with a high level of education, a high source of income and a high type of dwelling; a positive association with the marital status, a poor social network to count on in case of difficulty and a high degree of urbanization. Finally, the empirical findings sustain that a) there is a positive association between weight status and health variables (chronic anxiety and chronic diseases) and b) the association between weight status and the living area is negative when Northern italian regions are taken into account. The positive association between weight status and new emerging types of mental health problems such as sleep disturbances and eating disturbances suggests some considerations on the higher economic costs, at individual and social level, because of these new mental health problems associated to weight status. Moreover, the negative association between weight status and a high level of education suggests that educational policies could help individuals to raise barriers against obesity and sleep/eating disturbances associated to it.