Few studies have evaluated the association between dietary free sugars intake (FSI) and obesity in adolescents. We examined the relation between FSI and their contributors from the main food groups and obesity in European adolescents. We included 843 adolescents (51.6% male) from the cross-sectional HELENA study with two completed 24 h recalls and anthropometric data. Linear mixed models were applied to investigate the relation between FSI and different anthropometric indices. Odds ratios for having a high body mass index (BMI) were also estimated by multilevel ordinal regression. Total FSI was higher in males than females (102.60 g and 87.58 g, respectively, p < 0.001). No effect was observed between free sugar from the main food groups and BMI. Consumers of FSI from “cakes, pies and biscuits” in males (odd ratio (OR) = 0.455; 95% Confidence interval (CI) 0.251, 0.824) and from “breakfast cereals” in females had a lower probability of having obesity (OR = 0.423; 95%CI 0.204, 0.878), whereas females consuming FSI from ‘fruit and vegetables juices’ had a higher probability of obesity (OR= 2.733; 95% CI 1.286, 5.810). This study provides no evidence that increased FSI is associated with obesity in adolescents. Further studies are needed to assess the longitudinal exposure to FSI and their effect on obesity development.