Obesity is a worldwide epidemic, making it crucial to understand how it can be effectively prevented/treated. Considering that obesity is a multifactorial condition, this article carried out a baseline cross-sectional study of the variables involved in the disorder. Eighty-four subjects with overweight/obesity were recruited. Dietary baseline information was obtained by analysing three 24 h recalls. Resting metabolic rate was measured using indirect calorimetry, physical activity was measured through accelerometry, cardiometabolic parameters were determined in blood samples and body composition via anthropometry and bioimpedance. A univariant and multivariate exploratory approach was carried out using principal component analysis (PCA). Large inter-individual variability was observed in dietetic, biochemical, and physical activity measurements (coefficient of variation ≥ 30%), but body composition was more uniform. Volunteers had an unbalanced diet and low levels of physical activity. PCA reduced the 26 analysed variables to 4 factors, accounting for 65.4% of the total data variance. The main factor was the “dietetic factor”, responsible for 24.0% of the total variance and mainly related to energy intake, lipids, and saturated fatty acids. The second was the “cardiometabolic factor” (explaining 16.8% of the variability), the third was the “adiposity factor” (15.2%), and the last was the “serum cholesterol factor” (9.4%).