Given this, in the present cross‐sectional study, we use a moderated (i.e., age group: adolescent or adult) multiple mediation approach to evaluate whether TNFα, fibrinogen, cortisol, and anxiety significantly mediate the association between BMI z‐score and EF (i.e., working memory, inhibition, cognitive flexibility, and a latent component of EF) in both adolescents and adults. Here, TNF is linked to Anxiety.