The objective of this study was to investigate which eating or physical activity (PA) habits are associated with obesity in young adult monozygotic (MZ) twins. For that purpose, 14 healthy obesity-discordant (body mass index difference 5.2 ± 1.8 kg/m2) MZ pairs were compared to 10 weight-concordant MZ pairs matched for age, gender and socioeconomic status. All pairs were asked to keep 3-day food and PA diaries and compare their own eating and PA behaviour with their co-twin’s behaviour by structured questionnaire. Results showed that non-obese co-twins reported that their obese twin siblings ate more, snacked more, choose less healthy foods and exercised less than the non-obese co-twins did. The majority of obese co-twins also reported in the eating behaviour questionnaire to eat habitually more than they actually needed. Furthermore, validation of energy intake from food diaries by using the doubly labelled water technique revealed that the obese co-twins underreported 3.2 MJ per day, 25% of their total energy expenditure, whereas the non-obese co-twins only underreported 0.8 MJ per day, 8% of their daily expenditure. These results therefore explained the absence of differences observed in energy intake between co-twins in the food diaries. Moreover, underreporting was directed to sweet and high-fat delicacies for obese subjects, but they did not overreport the consumption of foods that are generally considered healthy. As for the PA diaries, obese co-twins may have assigned a higher code than non-obese co-twins for the same activity which translates in significant overreporting of PA by the obese compared with the non-obese. Thus, these results suggested that obese and non-obese differ significantly in their eating and PA behaviours.