Obesity and ethnicity are known risk factors for COVID-19 outcomes, but their combination has not been extensively examined. We investigate the association between body mass index (BMI) and COVID-19 mortality across different ethnic groups using linked national Census, electronic health records and mortality data for adults in England from the start of pandemic (January 2020) to December 2020. There were 30,067 (0.27%), 1,208 (0.29%), 1,831 (0.29%), 845 (0.18%) COVID-19 deaths in white, Black, South Asian and other ethnic minority groups, respectively. Here we show that BMI was more strongly associated with COVID-19 mortality in ethnic minority groups, resulting in an ethnic risk of COVID-19 mortality that was dependant on BMI. The estimated risk of COVID-19 mortality at a BMI of 40 kg/m2 in white ethnicities was equivalent to the risk observed at a BMI of 30.1 kg/m2, 27.0 kg/m2, and 32.2 kg/m2 in Black, South Asian and other ethnic minority groups, respectively.