OBJECTIVE: To investigate the associations of household and neighbourhood socio-economic position (SEP) with indicators of both under- and overnutrition in adolescents and to explore sex differences. DESIGN: Analysis of anthropometric, household and neighbourhood SEP data from the Birth to Twenty Plus cohort born in 1990. Anthropometric outcomes were BMI (thinness, overweight and obesity) and percentage body fat (%BF; low, high). Associations between these and the household wealth index, caregiver education and neighbourhood SEP tertile measures were examined using binary logistic regression. SETTING: Johannesburg-Soweto, South Africa. SUBJECTS: Adolescents aged 17-19 years (n 2019; 48·2% men). RESULTS: Women had a significantly higher combined prevalence of overweight/obesity (26·2%) than men (8·2%) whereas men had a significantly higher prevalence of thinness than women (22·2% v. 10·6%, respectively). Having a low neighbourhood social support index was associated with higher odds of high %BF in women (OR=1·59; 95% CI 1·03, 2·44). A low household wealth index was associated with lower odds of both overweight (OR=0·31; 95% CI 0·12, 0·76) and high %BF in men (OR=0·28; 95% CI 0·10, 0·78). A low or middle household wealth index was associated with higher odds of being thin in men (OR=1·90; 95% CI 1·09, 3·31 and OR=1·80; 95% CI 1·03, 3·15, respectively). For women, a low household wealth index was associated with lower odds of being thin (OR=0·49; 95% CI 0·25, 0·96). CONCLUSIONS: The study highlights that even within a relatively small urban area the nutrition transition manifests itself differently in men and women and across SEP indicators. Understanding the challenges for different sexes at different ages is vital in helping to plan public health services.