Lower age of menarche has been associated with increased mental distress among adolescent girls. The association might be mediated via body image, as girls with early menarche tend to have higher weight than those with late onset menarche. Many of the existing studies of menarche and mental distress are based on samples of white, western girls. The aim of the study was to analyze the association between age of menarche and mental distress among Norwegian girls and girls from different immigrant groups, and to study the effect of body mass index (BMI) and the difference between current and desired weight, on the relationship between age of menarche and mental distress. The study was a cross-sectional population-based self-report survey of all 10th grade pupils in Oslo for two consecutive years. A total of 3694 girls (91%) participated, one quarter of which were first or second generation immigrants. The Hopkins Symptom Checklist-10 was used to measure mental distress. An inverse, linear association between age of menarche and mental distress was found for both Norwegian girls and girls from all the immigrant groups. Regardless of immigrant status, girls with early onset menarche had higher BMI and higher difference in current and desired weight than those with late onset menarche. In linear regression, the difference in current and desired weight was more strongly associated with mental distress both among the Norwegian girls and girls from immigrant groups than age of menarche and BMI when controlling for social and behavioral factors. Early age of menarche might serve as a predictor for psychopathology in Norwegians girls as well as in girls from different immigrant groups. The association between age of menarche and mental distress might be mediated via differences in current and desired weight.