Overweight is increasing in the adolescent population and became a public health problem in the world. This study aimed to identify the body adiposity indices (BAI) with the best capacity to predict excess fat tissue and propose cut-off points for them, according to sex and adolescence period. This is a cross-sectional study. We calculated BMI, conicity index (CI), BAI, body roundness index (BRI), waist:height ratio (WtHR) and waist:hip ratio. Predictive capacity and cut-off points of adiposity indices were established by ROC (receiver operating characteristic) curves. We determined AUC-ROC and CI, stratified by sex and adolescence period. The best index to identify excess body fat in 10-13-year-old female adolescents was the WtHR (AUC = 0·92), like the BAI in girls aged from 14 to 16 years old (AUC = 0·87) and 17 to 19 years old (AUC = 0·80). In male adolescents aged from 10 to 13 years old and 14 to 16 years old, the best index was the WtHR (AUC = 0·93 and AUC = 0·8, respectively), like the BAI in boys aged from 17 to 19 years old (AUC = 0·95). The use of indices with specific cut-off points for each period of adolescence and according to sex is important for the reliable diagnosis of excess body fat. It is advisable to use indices together to obtain a more accurate assessment. Thus, the WtHR and BAI are reproducible and reliable, with high sensitivity and specificity values, and can be used together with the BMI.