It is unclear whether socio- and individual-factors are uniquely related to adolescent BMI or capture the same underlying process or whether environment amplifies relationships between traits and BMI. We estimated the independent contributions of SES and individual factors to BMI percentile in a sample of 9,481 US adolescents. Across all models, SES was significantly associated with lower BMI percentile scores. Controlling for SES, cognitive functioning was associated with lower BMI percentile (Girls: b = -1.32 [-2.10, -0.54], p = .001; Boys: b = -1.84 [-3.10, -0.53], p = .005). Among adolescent girls, Neuroticism (b = 1.75 [0.94, 2.52], p < .001) and related narrow traits, among others, were associated with BMI percentile. There were no consistent interactions between SES and personality. In holdout samples, the best performing models included SES, cognitive functioning, and narrow traits. While individual differences may contribute independently to BMI, their contribution is much smaller than that of SES.