Despite the increasing interest in the determinants of adolescent undernutrition in low- and middle-income countries, a comprehensive multi-level overview at the country level is missing. Using the nationally representative 2014 Nepal Adolescent Nutrition Survey, this study aimed to provide a comprehensive overview of the sociocultural and economic determinants of stunting and thinness of adolescent boys and girls in Nepal. Multivariate logistic regression models were used to estimate the associations between multiple individual, household and community determinants and stunting and thinness among 3773 adolescents aged 10–19 years (1888 boys and 1885 girls). The prevalence rates of stunting and thinness indicated suboptimal nutritional status and an inadequate growth environment in Nepali adolescents. The results highlighted an association of paternal occupation and education, household income, number of earning household members, geographical place of residence, caste/ethnicity and nutritional knowledge with stunting, with higher odds for males and older adolescents. Paternal occupation, education, household income, geographical region, caste/ethnicity and nutrition knowledge were associated with thinness, with higher odds for males and younger adolescents. The findings underscore the importance of involving adolescents, their parents and their communities in interventions. Such interventions should not only be aimed at improving adolescent nutrition but also at optimizing adolescents’ growth environment for better health and development. Future research should focus on context-specific causal pathways and mechanisms through which sociocultural and economic determinants influence nutritional outcomes within broader societal, cultural and political settings. A longitudinal approach, including a range of dietary and nutrition indicators would allow understanding how and when the relative importance of these factors change during adolescence.