The objective was to study the multidimensional nature of the relationship between adult obesity (OB) and socio-economic status (SES), using comprehensive indices of SES taken separately or synthesised in an overall index. A nationally representative sample of adults aged 18–79 years was taken from the French second National Individual Survey on Food Consumption (INCA 2) dietary survey (2006–07). Weight and height were measured and OB defined as BMI ≥ 30 kg/m2. SES variables were reported in questionnaires and included occupation, education and characteristics of household wealth. Composite indices of SES (household wealth and overall SES indices) were computed by correspondence analysis, and relationships with OB were investigated with logistic regression analysis. In total, 11·8 (95 % CI 10·1, 13·4) % of French adults were obese, without significant difference by sex. While no significant relationship was observed in men, all SES indicators were inversely correlated to OB in women. Both education and the household wealth index were retained in the stepwise multivariate model, confirming that different socio-economic variables are not necessarily proxies of each other regarding the OB issue. On the other hand, ‘controlling for SES’ while including several measures of SES in multivariate models may lead to collinearity, and thus over-adjustment. A more integrative approach may be to derive a synthetic index by including the SES factors available in a given study. Beyond this methodological perspective, understanding how OB is related to the different dimensions of SES should help to target the more vulnerable groups and increase the effectiveness of prevention.