Socioeconomically disadvantaged people are disproportionally more likely to develop obesity and obesity-related diseases. However, it remains unclear to what extent diet quality contributes to socioeconomic inequalities in obesity. We aimed to assess the role of diet quality in the association between socioeconomic status (SES) and obesity. Data originated from the national nutrition survey, a cross-sectional sample of the adult Swiss population (N = 1860). We used education and income as proxies for SES; calculated the Alternate Healthy Eating Index (AHEI) as a measure of diet quality; and used body mass index (BMI), waist circumference (WC), waist-to-hip ratio (WHR), and waist-to-height ratio (WHtR) as obesity markers. We applied counterfactual mediation modelling to generate odds ratios, 95% confidence intervals, and the proportion mediated by diet quality. Individuals with less than a tertiary education were two to three times more likely to be obese, regardless of the marker (OR (95% CI): 3.36 (2.01, 5.66) using BMI; 2.44 (1.58, 3.75) using WC; 2.48 (1.63, 3.78) using WHR; and 2.04 (1.43, 2.96) using WHtR). The proportion of the association between educational level and obesity that was mediated by diet quality was 22.1% using BMI, 26.6% using WC, 31.4% using WHtR, and 35.8% using WHR. Similar findings were observed for income. Our findings suggest that diet quality substantially contributes to socioeconomic inequalities in obesity while it does not fully explain them. Focusing efforts on improving the diet quality of disadvantaged groups could help reduce social inequalities in obesity.