Our study explored the link between body mass index (BMI) and symptoms of depression, anxiety, and suicidality among university students in China. We conducted a cross-sectional study involving 11 251 undergraduates from seven provinces. Body mass index, physical health status, economic status, depression and anxiety symptoms, and suicidality were self-reported using validated questionnaires. Multiple logistic regression models were fitted for males and females. Results showed that of 11 251 participants (mean age = 20.7 ± 1.3), 22.6% were with underweight, 6.1% with overweight, and 2.7% with obesity. Females with class III obesity had higher suicide risk (adjusted odds ratio [aOR] = 2.05) and suicide attempt history (aOR = 3.55). Males with overweight and class I obesity had lower odds of depressive symptoms. Suicide attempt history was associated with higher odds of overweight for males (aOR = 2.58). Clinicians and public health authorities should take into consideration the implications of overweight and obesity levels on suicidality.