BACKGROUND In line with the reflected self‐appraisal hypothesis, previous research finds associations between weight and maladjustment are strongest when there is a mismatch between individuals' weight and the weight norm of their social contexts. However, research has not considered associations in more proximal social contexts. We examined differences in associations between weight and maladjustment for 2 proximal social contexts: grade‐level peers and friendship groups. METHODS We used sixth‐graders (N = 565; Mage = 12 years) self‐reported height and weight (used to calculate body mass index (BMI) z‐score), experiences of peer victimization, and depressive symptoms. Deviation from the normative weight was calculated as the students' BMI z‐score minus the average BMI z‐score for the context (grade‐level peers or friendship group). RESULTS Considering deviations from grade‐level peers, greater BMI z‐scores were associated with more self‐reported peer victimization only for students above the weight norm. For the friendship group, greater weight was associated with more self‐reported depressive symptoms only for those who were above the normative weight. CONCLUSIONS Being heavier during adolescence may be especially problematic for students who differ from the norm in their proximal social contexts. Intervention efforts focused on weight and maladjustment may want to consider the contexts involved in adolescents' self‐appraisals.