Psychological disorders in people with extreme weight (low weight or obesity) should be taken into consideration by health professionals in order to practice an effective treatment to these patients. This study evaluates the association between body mass index (BMI) and psychological distress in 563 inhabitants of Málaga (South of Spain). Participants were classified in four categories of BMI: Underweight (BMI <18.5 Kg/m2), Normal weight (BMI 18.5-24.99 Kg/m2), Overweight (BMI 25.0-29.99 Kg/m2) and Obesity (BMI >30 Kg/m2). Psychological distress was measured with the Spanish version of the Derogatis' Symptoms Checklist Revised (SCL-90-R). We observed a symmetric U-shaped relationship between weight status and psychological distress in all SCL-90-R dimensions (p for quadratic trend <0.001) for both men and women. Participants with extreme weight showed the worst psychological status, and participants with normal weight exhibited the best. We found no statistically significant differences between underweight and obese participants in 9 of the 10 SCL-90-R dimensions analyzed among men, and in 8 of the 10 dimensions among women. Underweight and obese participants showed no gender differences in psychological distress levels. Psychological treatment of Mediterranean people with extreme weight, should consider underweight and obese patients at the same level of psychological distress.