Objective: To explore the bidirectional associations among body mass index Z scores (BMI Z scores) and weight stigma with depressive symptoms in adolescents, thereby providing evidence for targeted intervention strategies. Methods: A stratified cluster random sampling method was employed to select 18 301 adolescents aged 12-18 years from all 12 prefectures (103 counties) in the Inner Mongolia Autonomous Region, and two waves of longitudinal surveys were conducted in September 2023 (T1) and September 2024 (T2) among the adolescents. Weight stigma was assessed by using a self developed questionnaire, depressive symptom was measured with the Center for Epidemiologic Studies Depression Scale (CES-D), and BMI Z scores were calculated according to the World Health Organization standards. Pearson correlation analysis was used to examine associations among variables, and cross lagged panel models were constructed to investigate the dynamic bidirectional relationships among the three variables. Results: Adolescents BMI Z scores and weight stigma with depressive symptoms all exhibited autoregressive stability across the two time points (autoregressive paths, all P <0.01). Cross lagged model comparisons indicated that the bidirectional path model achieved the best fit ( χ 2=12.65, RMSEA =0.017, CFI =1.000; △ χ 2=193.39, P <0.01), supporting dynamic bidirectional associations among the three variables. After adjusting for gender, age, subjective social status and only child status, T1 BMI Z scores among adolescents positively predicted T2 weight stigma ( β =0.061), and T1 weight stigma positively predicted T2 depressive symptoms ( β =0.608); in the reverse direction, T1 depressive symptoms predicted T2 weight stigma ( β =0.003), and T1 weight stigma predicted T2 BMI Z scores ( β =0.081) (all P <0.01). Conclusions There is a bidirectional cross lagged relationship among adolescents BMI Z scores and weight stigma with depressive symptoms, suggesting that weight stigma may serve as a key psychological variable linking obesity and depressive symptoms. Greater attention should be paid to the potential threat of weight stigma to adolescents mental health, with intervention strategies expanded from a solely physiological focus to encompass psychosocial dimensions.