Neighbourhood income inequality may contribute to differences in body weight. We explored whether neighbourhood social capital mediated the association of neighbourhood income inequality with individual body mass index (BMI). A total of 4126 adult participants from 48 neighbourhoods in France, Hungary, the Netherlands and the UK provided information on their levels of income, perceptions of neighbourhood social capital and BMI. Factor analysis of the 13-item social capital scale revealed two social capital constructs: social networks and social cohesion. Neighbourhood income inequality was defined as the ratio of the amount of income earned by the top 20% and the bottom 20% in a given neighbourhood. Two single mediation analyses-using multilevel linear regression analyses-with neighbourhood social networks and neighbourhood social cohesion as possible mediators-were conducted using MacKinnon's product-of-coefficients method, adjusted for age, gender, education and absolute household income. Higher neighbourhood income inequality was associated with elevated levels of BMI and lower levels of neighbourhood social networks and neighbourhood social cohesion. High levels of neighbourhood social networks were associated with lower BMI. Results stratified by country demonstrate that social networks fully explained the association between income inequality and BMI in France and the Netherlands. Social cohesion was only a significant mediating variable for Dutch participants. The results suggest that in some European urban regions, neighbourhood social capital plays a large role in the association between neighbourhood income inequality and individual BMI.