The present study was conducted in order to (i) characterize the adherence to the Mediterranean diet (MD) pattern and fatty acids (FAs) intakes and (ii) explore interactions between TNFA −308 G>A polymorphism and adherence to MD and FAs intakes, respectively, on overweight/obesity risk. From 2010 to 2013, 380 healthy women were enrolled, and MD score (MDS) and FAs intakes were evaluated by a Food Frequencies Questionnaire in relation to nutritional status. TNFA −308 G/A polymorphism was characterized using PCR-RFLP. A total of 32.6% of women were overweight or obese. Lower mean MDS values were more observed in the younger age group than in the older age group (3.60 versus 4.45). The risk of being overweight/obese was 3.5-fold increased due to poor adherence to MD and was about twofold increased in less educated women. Furthermore, younger age was associated with poor adherence to MD. No evidence for an independent effect of the polymorphism on overweight/obesity risk was found. There was no evidence of biological interaction from the gene-diet interaction analyses. Young women, less educated and with poor adherence to MD, are a target group for the nutritional interventions that aimed to control the obesity risk, thus improving the adherence to MD and particularly the intake of unsaturated FAs.