Our study evaluated the association between the increase in body mass index (BMI) in men and women (menstruating and non-menstruating) (n = 1340) with different dietary groups (omnivores, semi-vegetarians, lacto-ovo-vegetarian, and vegans) and the measurement of the biochemical markers high-sensitive C-reactive protein (hs-CRP), ferritin, alanine aminotransferase (ALT), aspartate aminotransferase (AST), gamma-glutamyl transferase (GGT), glycated hemoglobin (HbA1C), and insulin resistance index (HOMA-IR). Increasing BMI values in all groups and dietary profiles were related to a significant increase in hs-CRP (p < 0.0001), ALT (p = 0.02), ferritin (p = 0.009), and HbA1C (p < 0.0001), with no difference between dietary groups (p < 0.05). The increase in BMI increases the levels of HOMA-IR (p < 0.0001) and GGT (p < 0.05), with higher values found in men when compared to women (p < 0.0001 for HOMA- IR and p = 0.0048 for GGT). The association between ALT and BMI was different between dietary groups, as it showed a decrease in vegan women who do not menstruate compared to other dietary groups (p = 0.0099). When including only obese individuals (BMI = 30 kg/m2, n = 153) in the analysis, we observed lower concentrations of GGT and ferritin in vegetarians than in omnivores, regardless of gender and menstrual blood loss (p = 0.0395). Our data showed that for both vegetarians and omnivores, the higher the BMI, the worse the metabolic parameters. However, regarding obesity, vegetarians showed better antioxidant status (lower GGT elevation) and lower inflammatory status (lower ferritin elevation), which may provide them with potential protection in the development of morbidities associated with overweight.