Black women have a higher prevalence of obesity and tend to have suboptimal outcomes in behavioral weight loss programs for reasons that are not fully understood. Studies have shown a potential relationship between perceived psychological stress and weight loss in behavioral interventions. This study sought to assess whether baseline stress was directly or indirectly associated with 6-month weight change among Black women participating in a behavioral weight loss study. Indirect pathways of interest included depressive symptoms and dietary intake. A secondary analysis of data (n = 409) collected from a cluster, randomized behavioral weight loss trial was conducted. Demographics, anthropometry, surveys, and dietary data were collected at baseline and 6 months. Path analysis was used to test for direct and indirect effects of baseline stress on 6-month weight change while controlling for sociodemographic factors and intervention group. Baseline stress was not directly associated with 6-month weight change nor was it indirectly associated via depressive symptoms in the adjusted model. However, each of the direct paths linking baseline stress to weight loss were statistically significant. Stress was not associated with 6-month weight change via dietary intake. Baseline stress was positively associated with 6-month depressive symptoms which in turn was associated with less weight change. Depressive symptoms may offer an additional psychosocial target to consider when designing behavioral weight loss interventions for Black women.