Gallstones are common, and dietary inflammatory and antioxidant characteristics may influence their development, but sex-specific associations remain unclear. We evaluated three dietary indices in relation to gallstone prevalence and explored potential obesity-related pathways. This cross-sectional analysis included 3,904 adults from the 2017–2018 National Health and Nutrition Examination Survey. The Healthy Eating Index-2015 (HEI-2015), Dietary Inflammatory Index (DII), and Comprehensive Dietary Antioxidant Index (CDAI) were derived from two 24-h dietary recalls. Survey-weighted sex-stratified logistic regression, curve fitting, threshold and subgroup analyses, and exploratory mediation analyses of body mass index (BMI) and body fat percentage (BFP) were performed. Overall, 426 participants (10.91%) reported gallstones. In females, compared with the lowest tertile, the highest DII tertile was associated with higher gallstone odds (odds ratio [OR] = 1.45, 95% confidence interval [CI] 1.04–2.01; p = 0.0282), whereas the highest CDAI tertile was associated with lower odds (OR = 0.68, 95% CI 0.49–0.95; p = 0.0219). HEI-2015 was not significantly associated with gallstones. No significant associations were observed in males. In females, BMI and BFP showed exploratory indirect effects in the DII and CDAI associations, with mediated proportions of 19.47% and 26.35% for DII and 10.91% and 15.84% for CDAI, respectively. Fully adjusted models yielded an area under the curve of approximately 0.71. Higher dietary inflammatory potential and lower dietary antioxidant capacity were associated with gallstones in females, but not males. Prospective studies are needed to confirm temporality and causality.