Body mass index (BMI) has increased in Sweden, disproportionally for socially disadvantaged groups, including women, low-educated, and immigrants, who may also face economic constraints, physical inactivity, and poor-quality diets. Intersectional public health research aims to unravel such complex social inequalities, but the intersectional transmission of inequalities to BMI remains unexplored. We aimed to examine intersectional inequalities in BMI mediated by economic strain and health-related lifestyle in the Swedish population. By using the Health on Equal Terms cross-sectional surveys in 2016, 2018, 2020, and 2021 (n = 44,177 inhabitants aged 25 and over), we performed an intersectional mediation analysis to analyze how inequalities across social intersectional strata (by gender, education, and migration status) may be transmitted through economic strain and unhealthy lifestyle (physical inactivity or inadequate fruit/vegetables consumption) to BMI. Our findings showed a sequential transmission that indicates the fact that socially disadvantaged strata (compared with high-educated native men) experienced more economic strain, which in turn led to poorer health-related lifestyles and ultimately to a higher BMI. We also found that certain intersectional strata, such as high-educated women, were more vulnerable to economic strain, despite having lower BMI than high-educated native men. Additionally, the highest BMI and unhealthy lifestyle risk was observed among low- and middle-educated men. In conclusion, not only inequalities in BMI, but also the economic and behavioral pathways underpinning the inequalities, act by intersectional patterns. Public health interventions should provide economic security, particularly for women and migrant population as well as promoting a healthy lifestyle in lower-educated strata, especially among men, to achieve healthy BMI levels.