Despite a strong association between body weight and mortality in the general population, clinical evidence suggests better clinical outcome of overweight or obese individuals with established coronary heart disease. This finding has been termed the 'obesity paradox', but its existence remains a point of debate, because it is mostly observed when body mass index (BMI) is used to define obesity. Inherent limitations of BMI as an index of adiposity, as well as methodological biases and the presence of confounding factors, may account for the observed findings of clinical studies. In this review, our aim is to present the data that support the presence of a BMI paradox in coronary heart disease and then explore whether next to a BMI paradox a true obesity paradox exists as well. We conclude by attempting to link the obesity paradox notion to available translational research data supporting a 'healthy', protective adipose tissue phenotype. © 2016 World Obesity.