Excess weight gain in children and adolescents are steadily increasing throughout the world and brings about adverse health effects. Recent findings suggest that stress might be a promoting factor for the development of excessive weight gain. Adolescents may be especially vulnerable and sensitive to stress exposure. In addition, parallel to the rise of obesity, there has been a related growth in shortened sleep duration and sleep may be an independent risk factor in the development of weight gain, but may also be seen as an indication of stress. However, little is known about the effects of stress and sleep in relation to weight gain, particularly with respect to adolescents and over time. Thus, the present study aims at exploring the influence of various stress predictors on body weight among adolescents in Oslo, over time. More specifically, investigate the influence of “Life Stress”, “Daily Hassles”, “Violence”, and “Sleep Duration”, in relation to body weight, expressed by BMI status, over three different test times (2006, 2008, and 2009). The population consisted of approximately 2000 high school students from Oslo. The study design is longitudinal with a quantitative approach. Multiple stepwise backward linear and logistic regression analysis found that Life Stress predicted higher BMI in girls, and not boys, three years later. Decreased Sleep Duration predicted higher BMI in boys, and not in girls. These stress related gender differences needs to be considered in preventative efforts entailing weight reduction.