Background: With the rising prevalence of obesity and overweight, increasing number of scholars paid attention to the negative effects on human health and life. Recent years, many studies have focused on the relation of socio-economic factors with the risk of overweight or obesity, but findings have been inconsistent. This study investigated the relationship between socio-economic factors and the risk of overweight and obesity among Chinese adults. Methods: This study was based on the survey of the China Health and Nutrition Survey in 2015, with 9245 Chinese adults aged 18–65 years old. Overweight and obesity were assessed by physical measurements of weight, height, and waist circumference. Multiple logistic models were used to estimate the odds ratios (ORs) and 95% confidence intervals (CIs) of the association. Results: Overall, the prevalence rates of general obesity and abdominal obesity were 15.5% and 22.6%, respectively. We found that education and per capita household income were positively associated with overweight and obesity risk in men. However, the association between education and obesity status was negative in women [general obesity: OR = 0.64, 95% CI (0.50–0.81); abdominal obesity: OR = 0.62, 95% CI (0.51–0.76)]. Occupational status was only associated with general overweight in men. Conclusions: Results suggested that higher education and per capita household income were associated with an increased risk of overweight and obesity among Chinese men, whereas the associations were negative for women. We recommended that men with high levels of education and income, women with low levels of education, can engage in some physical activity, modify dietary, and adopt a new way of life to maintain their weight and general health.