Objectives In this study, the effect of body mass index (BMI) and physical self-concept of normal-weight adolescents on mental health was investigated, and the purpose of this study was to examine whether a gender-controlled mediating effect was shown in these relationships. Methods For this purpose, all of the variables (gender, height, weight, physical self-concept, mental health) that adolescents and parents want to use in this study among the 6th year data (first year of high school) of the Korean Educational Longitudinal Study 2013 of the Korea Educational Development Institute. 5,763 people who responded to the question were selected, and among them, 4,208 normal-weight subjects were selected. As measurement tools, gender, height, weight, physical self-concept, and self-esteem scales were used. Results First, the gender of normal-weight adolescents was found to moderate the relationship between body mass index (BMI) and physical self-concept and between physical self-concept and mental health. Second, in the relationship between body mass index (BMI) and physical self-concept of normal-weight adolescents on mental health, gender had a moderated mediating effect. The indirect effect was significant only in female students. Conclusions This study suggests that there should be differences according to gender in suggesting ways to improve the mental health of adolescents who are sensitive to body image. In particular, it showed that female students need more attention than male students to form a physical self-concept positively.