Psychosocial stress, uncontrolled eating and obesity are three interrelated epidemiological phenomena already present during youth. This broad narrative conceptual review summarises main biological underpinnings of the stress-diet-obesity pathway and how new techniques can further knowledge. Cortisol seems the main biological factor from stress towards central adiposity; and diet, physical activity and sleep are the main behavioural pathways. Within stress-diet, the concepts of comfort food and emotional eating are highlighted, as cortisol affects reward pathways and appetite brain centres with a role for insulin, leptin, neuropeptide Y (NPY), endocannabinoids, orexin and gastrointestinal hormones. More recently researched biological underpinnings are microbiota, epigenetic modifications and metabolites. First, the gut microbiota reaches the stress-regulating and appetite-regulating brain centres via the gut-brain axis. Second, epigenetic analyses are recommended as diet, obesity, stress and gut microbiota can change gene expression which then affects appetite, energy homeostasis and stress reactivity. Finally, metabolomics would be a good technique to disentangle stress-diet-obesity interactions as multiple biological pathways are involved. Saliva might be an ideal biological matrix as it allows metagenomic (oral microbiota), epigenomic and metabolomic analyses. In conclusion, stress and diet/obesity research should be combined in interdisciplinary collaborations with implementation of several -omics analyses.