Sex‐specific effects for body mass index (BMI) were explored in a newly established, population‐based Norwegian twin panel. The sample includes 5,864 individuals, aged 18–25 years, who responded to a questionnaire containing items for zygosity classification, height, weight, health, health‐related behaviors, well‐being, and demographic information. Among the 2,570 intact pairs who returned the questionnaire there were 416 identical (MZ) male pairs, 387 fraternal (DZ) male pairs, 528 MZ female pairs, 443 DZ female pairs, and 796 unlike‐sexed pairs. Alternate sets of models testing for either sex‐specific genetic or environmental parameters were evaluated using structural equation analysis. Results from the most parsimonious model indicated that the genes contributing to variation in BMI are not identical for men and women; rather, some genetic effects were shared by the sexes and some were unique to each sex. Total variation in BMI could be explained by sex‐specific additive genetic effects, as well as genetic and non‐shared environmental effects common to men and women. Estimates of heritability were .708 for men and .789 for women, and the male‐female genetic correlation was 0.622. The series of models specifying sex‐specific shared environment also fit the data and suggests that shared environmental factors may be important for males but not for females. The findings raise questions concerning the relationship between sex‐specific effects for BMI and sex differences in health outcomes. ©1995 Wiley‐Liss, Inc.