OBJECTIVE Stress, sleep, eating behavior, and physical activity are associated with weight change and insulin resistance (IR). The aim of this analysis was the assessment of the overall and sex-specific associations of psychobehavioral variables throughout the 3-year PREVIEW intervention using the homeostatic model assessment of IR (HOMA-IR), BMI, and length of time in the study. RESEARCH DESIGN AND METHODS Associations of psychobehavioral variables, including stress, mood, eating behavior, physical activity (PA), and sleep, with BMI, HOMA-IR, and time spent in the study were assessed in 2,184 participants with prediabetes and overweight/obesity (n = 706 men; n = 1,478 women) during a 3-year lifestyle intervention using linear mixed modeling and general linear modeling. The study was a randomized multicenter trial using a 2 × 2 diet-by-PA design. RESULTS Overall, cognitive restraint and PA increased during the intervention compared with baseline, whereas BMI, HOMA-IR, disinhibition, hunger, and sleepiness decreased (all P < 0.05). Cognitive restraint and PA were negatively, whereas disinhibition, hunger, stress, and total mood disturbance were positively, associated with both BMI and HOMA-IR. Sleep duration, low sleep quality, total mood disturbance, disinhibition, and hunger scores were positively associated with HOMA-IR for men only. Participants who dropped out at 6 months had higher stress and total mood disturbance scores at baseline and throughout their time spent in the study compared with study completers. CONCLUSIONS Eating behavior and PA, control of stress, mood disturbance, and sleep characteristics were associated with BMI, HOMA-IR, and time spent in the study, with different effects in men and women during the PREVIEW lifestyle intervention study.