Background Impaired self-rated health (SRH) and self-esteem (SE) in adolescents are associated with increased body mass index (BMI). These associations are often studied using cross-sectional designs. The relations studied in longitudinal designed studies seem complex.Methods A longitudinal cohort study of 1225 Norwegian high school students, with SRH, SE and BMI as primary outcomes. We reported the results from temporal causal and residual change analyses separately, with odds ratios (ORs) and standardized regression coefficients (b) and 95% confidence limits.Results Body and weight concerns had unfavourable effects on SRH and SE, which both had favourable effects on each other. Increased BMI had unfavourable effects on SRH, but less so on SE. Body and weight concerns impacted SE change only among girls. Paradoxically, the intention of becoming thinner was associated with an increase in BMI, and the intention of becoming fatter predicted a decrease in BMI during the two years. SE and SRH were associated with a leaner body after two years.Conclusions This study confirms that BMI, SE, SRH, body shape and body weight concerns were reciprocally associated with complex inter-relations. Health promotion strategies built on body acceptance should be increasingly emphasized both in clinical and in public health practice.