The aim of the present study was to determine whether the association between body mass index (BMI) and the intake of macronutrients varies along the BMI distribution of German adults. Based on a sample of 9214 men and women aged 18–80 years from the representative cross-sectional German National Nutrition Survey (NVS) II, quantile regression was used to investigate the association between BMI and the intake of macronutrients independent of energy intake and other predictors. In both sexes, BMI was positively associated with the intake of total protein and animal protein over its entire range and negatively associated with vegetable protein. A negative association between BMI and the intake of polysaccharides was found along the entire range of BMI in men. There was a weak negative association between BMI and the intake of total fat and saturated fatty acids observed in normal-weight-range women only. In conclusion, the association between BMI and the intake of macronutrients varies along the BMI range. Animal protein intake is positively associated with BMI independent of energy intake in both sexes whereas only in men an inverse association of polysaccharide intake with BMI was shown.