Obesity is an epidemic health problem in many developed countries, and it is an emerging public health concern in developing, transitional, and newly developed countries. The purpose of this research is to investigate the relationship between individuals' knowledge concerning the health risks of obesity and their tendency to be obese (as measured by the "body mass index"). Instead of assuming that obesity is a pure physiological problem as in previous studies, we allow an individual's cost/benefit evaluation to play a role. Based on survey data from Taiwan, we investigate the relationship with the quantile regression technique. The results suggest that such a relationship does exist and it is different for males and females.