Obesity in children and adolescents is a public health problem and diet can play a major role in this condition. We aimed to identify sex-specific dietary patterns (DP) and to evaluate the association with overweight/obesity in European adolescents. We conducted a cross-sectional analysis with 2327 adolescents aged between 12.5 to 17.5 years from a multicenter study across Europe. The body mass index was categorized in “normal weight” and “overweight/obesity”. Two non-consecutive 24-h dietary recalls were collected with a computerized self-reported software. Principal component factor analysis was used to identify DP. Mixed-effect logistic regression models were used to evaluate the association between the sex-specific DP and overweight/obesity outcome. As a result, we found three DP in boys (snacking and bread, Mediterranean diet, and breakfast) and four DP in girls (convenience, plant-based and eggs, Western, and breakfast). The association between DP and overweight/obesity highlights that those adolescents with higher adherence to the breakfast DP had lower odds for overweight/obesity, even after the inclusion of covariables in the adjustments. In European adolescents, the breakfast DP positively characterized by breakfast cereals, fruit, milk, and dairy and negatively characterized by sugar-sweetened beverages in boys and negatively characterized by cereals (pasta, rice, and others) in girls, was inversely associated with overweight/obesity.