Factors indicating risks for future health and processes pertaining to the development of illnesses have come into the focus of social research. Ecological human development models and life course approaches to illness and health provide a theoretical understanding of the fundamental causes of ill health and the different spheres, which influence health. The sociological understanding of the stratification of society by (socio-economic) status constitutes the theoretical backdrop for understanding uneven distributions of health resources and health strains. Socio-economic health inequalities are observed in many countries including very wealthy countries such as Luxembourg. Social-psychological perspectives on processes of social cognition and social comparison in combination with theories on collective health lifestyles and beliefs highlight the processes through which social stratification is embodied into health inequalities, even in wealthy contexts. The theoretical model of the pathways through which socio-economic status influences health that underlies this thesis draws on all of the aforementioned disciplinary perspectives. Differentiating between objective and subjective conceptions of socio-economic status seems particularly important in wealthy contexts and is therefore also part of the theoretical model that underlies this thesis. As foundations for adult health and illness are laid during childhood and youth, socio-economic inequalities during these life phases can be all the more consequential and it is crucial to investigate and understand them thoroughly. While results on socio-economic health inequalities from empirical studies for childhood and adulthood are consistent across different health domains, results for adolescence are less consistent and vary for different health domains, different conceptions of socio-economic status and different national and regional contexts. Considering the lack of studies and literature on socio-economic health inequalities among adolescents in Luxembourg and using overweight and underweight as examples, this thesis empirically investigates socio-economic health inequalities among adolescents in Luxembourg. The 5 research questions of this thesis focus on the prevalence of overweight and underweight, the influence of socio-economic status on them, the distinct influences of objective and subjective socio-economic status on overweight and underweight, the influence of socio-economic status on additional weight-related health concerns and the relations between health relevant factors and socio-economic status. The method used for the empirical investigation is a statistical analysis of data collected in Luxembourg in the context of the Health Behaviour in School-Aged Children (HBSC) study between 2006 and 2014. Descriptive statistical analyses are used for the presentation of the epidemiology of overweight and underweight, while logistic regression and hierarchical logistic regression are used for the analysis of the influence of socio-economic status on overweight, underweight, weight-related health concerns and health relevant factors. The results of the statistical analysis and their interpretation reveal that overweight and underweight are equally crucial health concerns as both affects around 14% of adolescents in Luxembourg. An inverse relation between socio-economic status and overweight and underweight is observed. An increase in socio-economic status is on one hand associated with a decrease in the risk of being overweight, but on the other hand, it is associated with an increase in the risk of being underweight. The influences of objective and subjective socio- economic status on overweight and three health relevant factors are confirmed to be distinct and independent from each other. The differentiation between objective and subjective socio- economic status is thus relevant for health inequalities among adolescents in Luxembourg. The relations between socio-economic status and the weight-related health concerns body image and weight reduction behaviour are opposite in direction when the effects of overweight and underweight are held constant in the models. Although an increase in socio-economic status is associated with a decrease in the risk of having a negative body image, it is also associated with an increase in the risk of engaging in weight reduction behaviour among adolescents in Luxembourg. One psycho-social and five behavioural health relevant factors are related to overweight and these relations tie in with the theoretical model. The statistical relations observed between health relevant factors and underweight are more complex and need further empirical and theoretical investigation. Based on the discussed results, this thesis concludes that the theoretical model aids the understanding of health inequalities among adolescents in Luxembourg, but applies differently to different health concerns and needs to take potential inverse effects of socio-economic status into account. This thesis contributes to the scientific knowledge through the identification of underweight as an important health concern among adolescents in wealthy countries and through the confirmation of the relevance of the differentiation between objective and subjective socio-economic status for health inequalities in adolescents. The implications of the results for policy and prevention should be an increased awareness of the need to target prevention programmes to specific risk groups and the need to take the risk of underweight into account by shifting the focus from the prevention of overweight to the encouragement of healthy behaviour.