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Epidemiologic studies examining the relationship between body composition and the urine metabolome may improve our understanding of the role of metabolic dysregulation in body composition-related health conditions. Previous studies, mostly in adult populations, have focused on a single measure of body composition, body mass index (BMI), and sex-specific associations are rarely explored. We investigate sex-specific associations of two measures of body composition—BMI and body fat (BF)—with the urine metabolome in adolescents. In 369 participants (age 16–18, 49% female) of the Dortmund Nutritional and Anthropometric Longitudinally Designed (DONALD) study, we examined sex-specific associations of these two measures of body composition, BMI and BF, and 1407 (467 unknown) 24 h urine metabolites analyzed by untargeted metabolomics cross-sectionally. Missing metabolites were imputed. We related metabolites (dependent variable) to BMI and BF (independent variable) separately using linear regression. The models were additionally adjusted for covariates. We found 10 metabolites associated with both BMI and BF. We additionally found 11 metabolites associated with only BF, and nine with only BMI. None of these associations was in females. We observed a strong sexual dimorphism in the relationship between body composition and the urine metabolome.