The aim of the current study was to compare the association of several anthropometric indices, with insulin resistance (IR) proxy measures in European adolescents. The present study comprises 1,097 adolescents aged 12.5-17.5 from ten European cities participating in the HELENA study. Weight, height, waist circumference (WC) and hip circumference, skinfolds thickness, fat mass (FM), fasting plasma glucose (G(F)) and serum insulin (I(F)) levels were measured. HOMA (as indicator of IR body mass index (BMI), waist to hip ratio (WHR) and waist to height ratio (WHtR) were calculated. I(F) and HOMA were statistically significantly related to BMI, WC, skinfold sum, WHtR, WHR and FM. BMI, WC, WHtR, skinfold sum and FM displayed similar correlation with I(F) and HOMA as opposed to WHR where lower correlation with IR indices was detected in the overall sample. Similar results were found for boys, girls and underweight/normal weight adolescents. On the other hand, WC and WHtR were found to be more strongly associated with IR proxy measures compared to the rest of anthropometric indices among overweight/obese subjects. Based on the current findings, WC and WHtR could be used, alternatively, to identify the overweight/obese adolescent at risk for developing IR. In addition, all aforementioned anthropometric indices, except WHR, could be used among the underweight/normal weight adolescents.