Adult socioeconomic status (SES) has been consistently associated with body mass index (BMI), but it is unclear whether it is linked to BMI independently of childhood SES or other potentially confounding factors. Twin studies can address this issue by implicitly controlling for childhood SES and unmeasured confounders. This co-twin control study used cross-sectional data from Twins Research Australia’s Health and Lifestyle Questionnaire (N = 1918 twin pairs). We investigated whether adult SES, as measured by both the Index of Relative Socioeconomic Disadvantage (IRSD) and the Australian Socioeconomic Index 2006 (AUSEI06), was associated with BMI after controlling for factors shared by twins within a pair. The primary analysis was a linear mixed-effects model that estimated effects both within and between pairs. Between pairs, a 10-unit increase in AUSEI06 was associated with a 0.29 kg/m2 decrease in BMI (95% CI [−.42, −.17], p < .001), and a 1-decile increase in IRSD was associated with a 0.26 kg/m2 decrease in BMI (95% CI [−.35, −.17], p < .001). No association was observed within pairs. In conclusion, higher adult SES was associated with lower BMI between pairs, but no association was observed within pairs. Thus, the link between adult SES and BMI may be due to confounding factors common to twins within a pair.