Increased energy intake from carbohydrates and sugars has been associated with overweight and obesity, risk factors for type 2 diabetes. However, such an association is higher with westernised diets with higher amounts of processed foods. Our aim was to correlate the dietary intake of sugars and lipids from naturally present and added sources with fat mass in young individuals. We performed an observational study in 80 young non-obese individuals, who completed food frequency and nutritional knowledge (NK) questionnaires, as well as an anthropometric evaluation. Foods were divided into naturally or added sources of sugars and lipids, and the intake from both sources was calculated separately. Individuals with a higher fat mass percentage had lower NK and lower consumption of lipids and sugars from naturally present sources. Moreover, consumption of lipids and sugars from naturally present sources was negatively correlated with nutritional knowledge and anthropometric markers of overweight, especially body weight and waist circumference. In non-obese young adults, lower consumption of sugars and lipids from naturally present sources instead of added ones is higher in individuals with excessive fat mass percentage and correlated with anthropometric markers of fat mass. Such dietary imbalance is associated with lower nutritional knowledge, suggesting that it could be a strategy to strengthen the prevention of obesity and associated pathologies later in life.