Assessing changes in adolescents’ BMI over brief periods could contribute to detection of acute changes in weight status and prevention of overweight. The objective of this study was to analyse the BMI trajectory and the excessive weight gain of Brazilian adolescents over 3 years and the association with demographic and socio-economic factors. Data regarding the BMI of 1026 students aged between 13 and 19 years were analysed over 3 consecutive years (2010, 2011 and 2012) from the Adolescent Nutritional Assessment Longitudinal Study. Linear mixed effects models were used to assess the BMI trajectory according to the type of school attended (public or private), skin colour, socio-economic status and level of maternal schooling by sex. Associations between excessive weight gain and socio-economic variables were identified by calculation of OR. Boys attending private schools (β coefficient: 0·008; P=0·01), those with white skin (β coefficient: 0·007; P=0·04) and those whose mothers had >8 years of schooling (β coefficient: 0·009; P=0·02) experienced greater BMI increase than boys and girls in other groups. Boys in private schools also presented higher excessive weight gain compared with boys attending public schools (P=0·03). Boys attending private schools experienced greater BMI increase and excessive weight gain, indicating the need to develop specific policies for the prevention and reduction of overweight in this population.