BACKGROUND: This cross-sectional study examined the relationship between socioeconomic status (SES), dietary knowledge and patterns, and physical activity level with body mass index of urban South African young women. METHODS: Data were collected on 160 black South African women (aged 18–24 years) and included household SES, food frequency and nutritional knowledge questionnaires, self-reported physical activity and anthropometry. To assess household SES index, 1–7 assets were categorised as a lower household SES and those with 8–13 assets as a higher household SES. Structural equation modelling analysis was used to determine the direct, indirect and total effects on adiposity of household SES, age, education, nutrition knowledge score, dietary patterns and physical activity. RESULTS: The prevalence of overweight and obesity was similar among women from high SES households compared with their low SES peers (48.4 vs. 44.8%). More than half (53%) of the women had poor dietary knowledge. Women from low SES households spent more time in moderate to vigorous intensity exercise (MVPA) compared with their high SES counterparts. Two distinct dietary patterns (Western and mixed) were identified. SEM results show that a unit increase in adherence to the ‘Mixed’ dietary pattern compared with ‘Western’ was associated with a 0.81 lower BMI kg/m2 (95% CI −1.54; −0.08), while ≥ 150 minutes’ MVPA per week was associated with a 1.94 lower BMI kg/m2 (95% CI −3.48; −0.41). CONCLUSION: The associations of SES, diet and physical activity on BMI must be taken into account when developing and designing interventions that target improvement in young women’s health.