Adolescent obesity rates are increasing on an epidemic level and food intake is one of the most important causes of this condition. From an ecological perspective, food intake is, in turn, influenced by many factors that need to be considered. This study aims to evaluate the associations between socio-demographic factors (gender, family origin, socio-economic status, parent’s education level), which consist of social stratifiers, health literacy and family context, as independent variables, and food intake (consumption of fruits, vegetables, soft drinks and sweets and breakfast frequency) and outcomes (Body Mass Index category), as dependent variables. Data were retrieved from 2145 students (13 and 15 years old) from the Lombardy region (Italy) who participated in the 2018 edition of Health Behaviour in School-Aged Children (HBSC). Six multiple binary logistic regression models were used in this study. Fruit, vegetable and soft drinks consumption models were related to all three-factor levels. Breakfast consumption frequency was associated with socio-demographic variables. BMI category was associated with socio-demographic and family variables. The results confirmed the existence of social inequalities, the importance of health literacy in predicting healthy behaviours and the relevance of the family context. The study confirms the importance of the ecological approach to understanding food intake and overweight/obesity status in adolescents.