Socio-ecological models suggest that many elements of the social environment act as upstream determinants of obesity. This systematic review examined definitions, measures and strength of associations between the psychosocial environment and adult weight status. Studies were included if they were conducted on adults, the outcome was weight status, carried out in any developed country and investigated at least one psychosocial environmental construct. Six databases for primary studies were searched: EMBASE, MEDLINE, PsycINFO, Scopus, Web of Science and the Cochrane Library. We restricted our search to studies published in English between January 1995 and February 2015. An adapted ‘Quality Assessment Tool for Quantitative Studies’ was used to evaluate risk of bias of included studies. Out of 14,784 screened records, 42 articles were assessed using full text. A total of 19 studies were included. The strongest associations with weight status were found for social capital and collective efficacy, although few studies found significant associations. There was heterogeneity in the definitions and metrics of psychosocial environmental constructs. There is limited evidence that greater social capital and collective efficacy are associated with healthier weight status. The research conducted to date has not robustly identified relations. We highlight challenges to undertaking research and establishing causality in this field and provide recommendations for further research.