Research suggests that sleep duration and obesity are related, but the direction of this association remains uncertain. We applied autoregressive cross-lag models to evaluate the directionality of the relationship between sleep duration and BMI from adolescence through emerging and young adulthood, life stages where the risk for developing obesity are particularly high. Using data from the National Longitudinal Study of Adolescent to Adult Health (Add Health), we examined sex-stratified associations between sleep duration and BMI in this cohort from adolescence (ages 12-18, year 1996), to emerging adulthood (ages 18-24, 2001-2002), to young adulthood (ages 24-32, 2008), controlling for key confounders. For both males and females, higher BMI during an earlier developmental stage was associated with shorter sleep duration in the subsequent stage (both Bs = -0.02, ps < 0.01). However, sleep duration at an earlier developmental stage was not associated with BMI at the subsequent stage. Findings suggest that researchers should be cautious when interpreting cross-sectional relationships between sleep and BMI, as higher BMI may precede shorter sleep during adolescence to young adulthood. Researchers may also wish to account for potential bi-directional associations when modeling sleep and BMI using longitudinal data.