Comorbidity between cardiometabolic risk factors and major mental health disorders is a public health concern. The close interconnection between the mental and physical aspects of health precludes considering each condition separately. Accordingly, this study sought to explore the interrelationships between psychological factors, overweight, and blood pressure in young adults. One hundred and forty-five young adults participated in the study and were classified according to two independent characteristics: weight condition (normal weight, overweight) and blood pressure (low blood pressure, high blood pressure). Anxiety, depression, and emotional dysregulation were assessed. The results confirmed certain associations, highlighting how cardiometabolic risk factors, such as blood pressure and body mass index, were associated in different ways with mental health, although an interaction between the variables was not reported. In particular, a relationship between body mass index and depression and between anxiety and blood pressure was detected.