Overweight is increasing in the adolescent population, being a public health problem in the world. This study aimed to identify the body adiposity indices with the best capacity to predict excess fat tissue and propose cutoff points for them, according to sex and adolescence period. This is a cross-sectional study. We calculated Body Mass Index (BMI), Conicity Index (CI), Body Adiposity Index (BAI), Body Roundness Index (BRI), Waist-to-Height Ratio (WtHR) and Waist-Hip Ratio (WHR). Predictive capacity and cutoff points of adiposity indices were established by ROC (Receiver Operating Characteristic) curves. We determined areas under the ROC curves and confidence intervals, stratified by sex and adolescence period. The best index to identify excess body fat in 10 to 13 years old female adolescents was the WtHR (AUC=0.92), like the BAI in girls aged from 14 to 16 years old (AUC=0.87) and 17 to 19 years old (AUC=0.80). In male adolescents aged from 10 to 13 years old and 14 to 16 years old, the best index was the WtHR (AUC=0.93 and AUC=0.8, respectively), like the BAI in boys aged from 17 to 19 years old (AUC=0.95). The use of indices with specific cutoff points for each period of adolescence and according to sex is important for the reliable diagnosis of excess body fat. It is advisable to use indices together to obtain a more accurate assessment. Thus, the WtHR and BAI are reproducible and reliable, with high sensitivity and specificity values and can be used together with the BMI.