Overweight and obesity are associated with altered stress reactivity and increased inflammation. However, it is not known whether stress-induced changes in brain function scale with BMI and if such associations are driven by peripheral cytokines. Here, we investigate multimodal stress responses in a large transdiagnostic sample using predictive modeling based on spatio-temporal profiles of stress-induced changes in activation and functional connectivity. BMI is associated with increased brain responses as well as greater negative affect after stress and individual response profiles are associated with BMI in females (pperm < 0.001), but not males. Although stress-induced changes reflecting BMI are associated with baseline cortisol, there is no robust association with peripheral cytokines. To conclude, alterations in body weight and energy metabolism might scale acute brain responses to stress more strongly in females compared to males, echoing observational studies. Our findings highlight sex-dependent associations of stress with differences in endocrine markers, largely independent of peripheral inflammation.