Differences in BMI among ethnic groups may be partially explained by the consumption of energy-dense foods, which influences energy intake in controlled laboratory studies. However, the role of dietary energy density (ED, kJ/g) in free-living persons is less understood. Our objective was to determine whether ED is related to current BMI and the risk for overweight and obesity and whether these relations are consistent among ethnic groups. We calculated ED from responses to a quantitative food frequency questionnaire and validated the measures against multiple 24-h recalls. Subjects consisted of 191,023 participants in the Hawaii-Los Angeles Multiethnic Cohort who were African American, Native Hawaiian, Japanese American, Latino, or Caucasian. Mean ED varied from a low of 4.62 kJ/g in Japanese American men to a high of 5.08 kJ/g in African American men. Mean BMI was lowest in Japanese Americans of both sexes and highest in Native Hawaiian men and African American women. After adjusting for the amount of food consumed per day, age, current smoking status, physical activity, chronic disease, and education, a 1 kJ/g increase in ED was associated with an increase in BMI of approximately 1 kg/m2 in each ethnic sex group. This same increase in ED was associated with a significantly increased risk of being overweight in all ethnic sex groups, varying from 4% in African American men to 34% in Japanese American women. Our findings suggest that consumption of an energy dense diet is a risk factor for higher BMI in both men and women across ethnic groups.