BACKGROUND: The prevalence of adult obesity is higher in women than men in most countries. However, the pathways that link female sex with excess obesity are still not fully understood. We examine whether socioeconomic and behavioural factors may mediate the association between sex and obesity in the Saudi Arabian setting where there is female excess in obesity. METHODS: We performed a mediation analysis using a cross-sectional, national household survey from Saudi Arabia with 4758 participants (51% female). A series of multivariable regression models were fitted to test if socioeconomic position, physical activity, sedentary behaviour, diet, and smoking mediate the association between sex and obesity (BMI >=30). The findings were confirmed using causal mediation analysis. RESULTS: Women in this sample were roughly twice as likely as men to be obese (crude OR 1.9; 95% CI 1.6-2.3). The odds ratio remained significantly higher for women compared to men in models testing for mediation (OR range 1.95-2.06). Our data suggest that indicators of socio-economic position, physical activity, sedentary behaviour, diet, and smoking do not mediate the sex differences in obesity. CONCLUSIONS: Our analysis shows that most commonly measured risk factors for obesity do not explain the sex differences in its prevalence in the Saudi context. Further research is needed to understand what might explain the female excess in obesity prevalence. We discuss how data related to the lived experience of Saudi men and women may tap into underlying mechanisms by which the sex difference in obesity prevalence are produced.