Body mass index is a common proxy for proportion of body fat. However, body mass index may not classify youth similarly across ages and ethnicities. We used sex- and ethnic-specific receiver operating characteristic curves to determine how obesity classifications compared between body mass index and dual energy x-ray absorptiometry-based body fat percent. Male and female participants 9- to 18-years-old (n = 944; 487 female) were measured 1 to 13 times (1999-2012; 4,411 observations). Body mass index identified < 50% of those classified as obese from body fat percent. Specificity was 99.7%, and sensitivity was 35.8%. Using area under the curve and standard error values, body mass index performed significantly better for: Male versus female at 10 years, Asian versus European female except at 13-, 15-, and 16-years-old, Asian female versus male except at 10- and 15-years-old, and for European male versus female, 9- to 11-years-old (p < 0.05). Our findings provide evidence that users of body mass index should use caution when comparing body mass index across age, sex, and ethnicity.