Previous research has shown that lack of sleep is related to Body Mass Index (BMI) in adolescence. This study was designed to investigate the association between sleep duration and BMI among Korean adolescents. We conducted a school-based cross-sectional study of 3,785 adolescents (males: 58.2%, females: 41.8%) in middle and high school between the ages of 11 and 18 years (mean age 15.26 ± 1.45). Using a self-reported questionnaire, we obtained information regarding weekday sleep duration, weekend sleep duration, height, weight, time spent at private tutoring institutes, socioeconomic status and scores on the Beck Depression Inventory (BDI). We investigated the association between self-reported sleep duration and BMI. After adjusting for confounding factors including age, gender, time spent at private tutoring institutes, academic performance, economic status and BDI scores, longer sleep duration on both weekdays and weekends was associated with decreased BMI (P = 0.002 and P < 0.001, respectively) for both genders. Increased weekend catch-up sleep duration was associated with decreased BMI in females (P = 0.038), but not in males (P = 0.343). The results of the present study indicated that longer sleep duration on weekdays and weekends in adolescents was associated with lower BMI. Longer weekend catch-up sleep may compensate effects of insufficient sleep on BMI for female adolescents.