Pakistan has hosted millions of Afghan refugees over the last several decades. Due to poor socioeconomic status, food insecurity and inadequate access to health care, these refugees are considered to be at high risk of malnutrition. Previous studies on nutritional assessment of high-risk populations (refugees) have focused mainly on women and children (0–59 months). The current study aims to assess nutritional status of adolescent Afghan refugees; the population who are equally vulnerable to malnutrition and its consequences. In this cross sectional study, the nutritional status of 206 adolescent (10–19 years old) Afghans boys and girls living in a refugee camp in Peshawar, Pakistan was assessed using standard methods. The results indicate a prevalence of stunting, thinness, and overweight and obesity at 35.3%, 4.4% and 14.8%, respectively. Furthermore, there was a significantly high prevalence of micronutrient deficiencies (vitamin D, 80.5%; vitamin B12, 41.9%; and folate, 28.2%); and anemia (10.1%). Together, these findings indicate that this vulnerable population group suffers from the double burden of malnutrition and are thus at serious risk of impaired psychosocial cognitive development, general ill-health and diminished wellbeing. This study therefore highlights the urgent need to include adolescents in regular screening and intervention programs of such at-risk populations.