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Background While recent works suggested that overweight/obesity may impair executive function (EF), the overweight/obesity-EF relationship has not been well studied in adolescents. Furthermore, no research has investigated adolescent EF impairments across the weight spectrum (e.g., underweight or thinness, normal, overweight/obesity), especially those with underweight condition, with the moderating effect of negative emotions in the weight-EF association being limitedly investigated. We aimed to determine whether overall and abdominal weight spectrum associated with EF impairments and to identity whether negative emotions moderate the weight-EF link in adolescents. Methods We applied a subsample of the SCHEDULE-A project. Adolescents (11–18 years) were recruited using a multi-stage cluster random sampling approach. We measured the overall and abdominal weight spectrum by body mass index z-score and waist-to-height ratio, respectively. We used the Behavior Rating Inventory of Executive Function (BRIEF) to evaluate adolescent EF in nature setting, and utilized the Depression Anxiety and Stress Scales (DASS-21) to assess three types of negative emotional status (i.e., depression, anxiety, and stress). Results Of the 1935 adolescents, 963 (49.8%) were male. We observed that abdominal, not overall, overweight was associated with the Global Executive Composite (GEC) impairment (OR = 1.59, 95% CI 1.07–2.35), particularly for inhibit, emotion control, shift, working memory, and monitor domains. Furthermore, depression moderated the abdominal overweight-GEC association (P = 0.032 for interaction term), especially for emotional control, working memory, and initiate dimensions. Moreover, we also found abdominal thinness was associated with the Metacognition Index problem (OR = 1.33, 95% CI 1.04–1.72), particularly for plan and monitor areas. Conclusions Both abdominal overweight and thinness were associated with adolescent EF, and depression would be a modifiable target to improve EF in adolescents with abdominal overweight. Future longitudinal studies are needed to investigate the causal relationship between abdominal weight spectrum and EF, as well as the underlying mechanisms among adolescents suffering from depression.