Abstract Purpose The relationship between body mass index (BMI) and prostate cancer remains unclear. However, there is an inverse association between BMI and prostate-specific antigen (PSA), used for prostate cancer screening. We conducted this review to estimate the associations between BMI and (1) prostate cancer, (2) advanced prostate cancer, and (3) PSA. Methods We searched PubMed and Embase for studies until 02 October 2017 and obtained individual participant data from four studies. In total, 78 studies were identified for the association between BMI and prostate cancer, 21 for BMI and advanced prostate cancer, and 35 for BMI and PSA. We performed random-effects meta-analysis of linear associations of log-PSA and prostate cancer with BMI and, to examine potential non-linearity, of associations between categories of BMI and each outcome. Results In the meta-analyses with continuous BMI, a 5 kg/m² increase in BMI was associated with a percentage change in PSA of − 5.88% (95% CI − 6.87 to − 4.87). Using BMI categories, compared to normal weight men the PSA levels of overweight men were 3.43% lower (95% CI − 5.57 to − 1.23), and obese men were 12.9% lower (95% CI − 15.2 to − 10.7). Prostate cancer and advanced prostate cancer analyses showed little or no evidence associations. Conclusion There is little or no evidence of an association between BMI and risk of prostate cancer or advanced prostate cancer, and strong evidence of an inverse and non-linear association between BMI and PSA. The association between BMI and prostate cancer is likely biased if missed diagnoses are not considered.