The worldwide obesity epidemic has been mainly attributed to lifestyle changes. However, who becomes obese in an obesity-prone environment is largely determined by genetic factors. In the last 20 years, important progress has been made in the elucidation of the genetic architecture of obesity. In parallel with successful gene identifications, the number of gene–environment interaction (GEI) studies has grown rapidly. This paper reviews the growing body of evidence supporting gene–environment interactions in the field of obesity. Heritability, monogenic and polygenic obesity studies provide converging evidence that obesity-predisposing genes interact with a variety of environmental, lifestyle and treatment exposures. However, some skepticism remains regarding the validity of these studies based on several issues, which include statistical modelling, confounding, low replication rate, underpowered analyses, biological assumptions and measurement precision. What follows in this review includes (1) an introduction to the study of GEI, (2) the evidence of GEI in the field of obesity, (3) an outline of the biological mechanisms that may explain these interaction effects, (4) methodological challenges associated with GEI studies and potential solutions, and (5) future directions of GEI research. Thus far, this growing body of evidence has provided a deeper understanding of GEI influencing obesity and may have tremendous applications in the emerging field of personalized medicine and individualized lifestyle recommendations.