Understanding the associations between types of alcoholic drinks and adiposity has public health relevance, considering that adult overweight and obesity prevalence are increasing worldwide. We aimed to evaluate the association between overall alcohol consumption and types of alcohol drinks with markers of adiposity from the UK Biobank baseline data (n = 280,183, 48.3% female). Generalized linear models were used to examine the associations between alcohol consumption with body mass index (BMI) and body fat percentage. Those drinking within the public health guidelines had a lower BMI by 1.34 kg/m2 (95% CI 1.42, 1.26 kg/m2) compared to never drinkers. Association between alcohol consumption and body fat percentage were not statistically significant. Compared to those who never drink wines (red wine, champagne and fortified wine), drinkers of these alcoholic beverages had lower BMI (difference of −0.75 kg/m2, 95% CI −0.78, −0.72 kg/m2; −0.48 kg/m2, 95% CI −0.52, −0.45 kg/m2; and −0.24 kg/m2, 95% CI −0.29, −0.18 kg/m2, respectively). Beer and spirits drinkers had higher BMI compared to never drinkers of beer and spirits (difference of 0.18 kg/m2, 95% CI 0.14, 0.22 kg/m2 and 0.64 kg/m2, 95% CI 0.61, 0.68 kg/m2, respectively). Our data did not find a link between alcohol drinking and higher risk of obesity.