Background: In middle- and high-income countries, obesity is positively associated with neighbourhood deprivation. However, the moderating effect of the broader urban residential context on this relationship remains poorly understood. Methods: In this study, we have examined the nonlinear and geographically varying relationship between neighbourhood deprivation and the likelihood of being a person with overweight among participants of the French NutriNet-Santé adult cohort study (n = 68,698), adjusted for age, gender and educational level. Ten urban residential contexts (e.g., suburbs, peri-urban or rural areas) were defined. We used a multilevel generalised additive modelling framework for analyses. Results: We found that the relationship between neighbourhood deprivation and overweight differed according to urban context, in terms of both linearity and intensity. Overall, the deprivation-overweight relationship was strongly positive (with a higher prevalence of overweight in deprived neighbourhoods) in suburban areas of Paris and of other large French cities, while weak or null in small towns and rural areas, and intermediate in inner cities. In addition, we observed in suburbs of Paris and in peri-urban belts of large cities that beyond a certain level of neighbourhood deprivation, the relationship with overweight plateaued. Discussion: In a French population from a high-income country, suburbs, as well as moderately deprived neighbourhoods of peri-urban areas of large cities, are potential targets for public health and urban planning policies aiming at preventing obesity. Our results emphasize the value of local analyses to better capture the complexity and contextual variations of socioeconomic determinants of non-communicable diseases such as obesity.