Weight bias issues are rarely discussed in Asia. Therefore, we examined the relationships between weight bias, perceived weight stigma (PWS), eating behavior, and psychological distress among Hong Kong people. Using cross-sectional design, 400 undergraduate students (175 men) completed questionnaires and were assigned into a self-reported overweight (n = 61) or nonoverweight group (n = 339) using body mass index, and a self-perceived overweight (n = 84) or nonoverweight group (n = 316) based on self-perception. For self-reported and self-perceived overweight groups, more weight bias was related to higher depression (β = −0.403; p = 0.004). Self-perceived group additionally showed that weight bias was related to PWS and inappropriate eating behaviors; PWS related to inappropriate eating behaviors. For self-reported and self-perceived nonoverweight groups, weight bias was related to PWS, inappropriate eating behaviors, anxiety, and depression (β = −0.228 to −0.148; p's < 0.05); PWS was associated with inappropriate eating behaviors, anxiety, and depression. Thus, weight bias issues should not be ignored for both overweight and nonoverweight people.