We aimed to examine the contribution of blood lipids to the association between BMI and blood pressure (BP) in children with overweight and obesity. Data were collected in elementary and high schools of Chaoyang District, Beijing, China in 2012. Participants’ weight, height, BP and fasting plasma lipid profile were measured by standard protocols. Mediation analysis was used to examine the mediation role of blood lipids on the relation between BMI and BP, with age included as a covariate. We found that in boys 8·29 % (mediation effect=0·106, P=0·012) of the association between BMI and systolic BP was mediated through TAG. TAG mediated 12·53 % (mediation effect=0·093, P=0·018) and LDL-cholesterol mediated 7·75 % (mediation effect=0·57, P=0·046) of the association between BMI and diastolic BP was mediated by TAG and LDL-cholesterol, respectively. However, blood lipids did not show the mediation effect in girls. Our findings suggested that there was a sex difference in the contribution of blood lipids to the association between BMI and BP. Controlling TAG or LDL-cholesterol may be beneficial for reducing the risk of the BMI-related high BP in overweight boys; however, this outcome is not the case when controlling TAG or LDL-cholesterol in girls. This study may provide clues to explore the underlying mechanism of the association between obesity and hypertension.