Low self-control and financial strain may limit individuals’ capacity to resist temptations in the local food environment. We investigated the moderating role of self-control and financial strain in the relation between the food environment and higher body weight. We used data from 2812 Dutch adults who participated in the population-based GLOBE study in 2014. Participants’ home addresses and the location of food retailers in 2013 were mapped using GIS. The density of fast food retailers and the totality of food retailers in Euclidean buffers of 250, 400 and 800 m around the home were linked to body mass index and overweight status. A higher density of fast food outlets (B (95% confidence interval (CI)) = −0.04 (−0.07; −0.01)) and the totality of food outlets (B (95% CI) = −0.01 (−0.01; −0.00)) were associated with a lower body mass index. Stratification showed that associations were strongest for those experiencing low self-control or great financial strain. For example, every additional fast food outlet was associated with a 0.17 point lower BMI in those with great financial strain, while not significantly associated with BMI in those with no financial strain. In conclusion, we did find support for a moderating role of self-control and financial strain, but associations between the food environment and weight status were not in the expected direction.