Fibroblast growth factor-21 (FGF21) acts on several brain regions, including the hypothalamic paraventricular nucleus, which is involved in the regulation of the hypothalamic-pituitary-adrenal (HPA) axis. The purpose of this study was to investigate the interrelations between FGF21 and stress indices in girls, as well as in their caregivers. 78 girls, aged between 5 and 15 years, were studied; 50 of them were overweight and obese (OB) and 28 in the control group (C). Serum FGF21 and hair and diurnal salivary cortisol were measured. Children participants filled in the Children’s Depression Inventory (CDI) and the State-Trait Anxiety Inventory for Children (STAIC), while their caregivers filled in the State-Trait Anxiety Inventory (STAI), the Perceived Stress Scale (PSS), and the Holmes-Rahe Stress Events Scale (HRSES). The OB group girls had significantly higher levels of FGF21 than the C group (p < 0.001). In contrast to the C group, in whom FGF21 levels were positively correlated with both hair and salivary AUCg cortisol concentrations (p = 0.045 and p = 0.007, respectively), no such correlations were observed in the OB group. In the caregivers of the OB group, STAI-state (r = 0.388, p = 0.008), STAI-trait (r = 0.4, p = 0.006), PSS (r = 0.388, p = 0.008), and HRSES (r = 0.358, p = 0.015) scores, all correlated positively with the FGF21 levels of the children under their care. FGF21 concentrations positively correlated with hair and salivary cortisol levels in the C group only. These findings may represent an interesting correlation dictated by bi-directional empathy links between the primary caregivers and the children under their care.