Introduction: Our objectives were to estimate the prevalence of asthma among adults in France and to examine the effects of gender on the associations between asthma, on the one hand, and body mass and socioeconomic status, on the other. Methods: We estimated the prevalence of current asthma (asthma attack in the past 12 months or current treatment for asthma) based on baseline data from the Constances cohort in 2013–2014. Analyses were conducted separately for men and women, using robust Poisson regression for multivariate analysis. Results: Based on data from 34,100 cohort participants (men: 47.7%; mean age: 44.6 years), the prevalence of current asthma was estimated at 5.8% (men: 5.1%; women: 6.4%). The risk of asthma was increased among women with a high body mass index (BMI) or waist circumference. Among men, only a high waist circumference was associated with an increased risk of asthma. An association with low socioeconomic status was observed only among women. Conclusion: The associations between asthma on the one hand, and obesity and socioeconomic status on the other, differed by sex. Further analysis of the cohort data should provide a better understanding of the various mechanisms involved.