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The perception that hormonal contraception causes weight gain is a general belief that frequently hinders the initiation and continuation of effective family planning. This narrative review analyses data from Cochrane systematic reviews and recent pharmacogenomic studies to separate patient perception from metabolic reality. Analysis of high-quality data, including Cochrane systematic reviews, indicates that the association between Combined Hormonal Contraceptives (CHCs)—including oral pills, the transdermal patch, and the vaginal ring—and weight gain is not supported by consistent high-quality evidence. Placebo-controlled trials demonstrate that these methods are weight-neutral on average. Perceived weight increases in CHC users are likely mediated in part by fluid retention linked to the estrogenic stimulation of the Renin–Angiotensin–Aldosterone System (RAAS), rather than adipose tissue accumulation. Conversely, Depot Medroxyprogesterone Acetate (DMPA) represents a verified clinical risk for weight gain, showing a demonstrated clinical association with significant fat mass accumulation. Hypothesized biological mechanisms for this increase include hypothalamic appetite stimulation and glucocorticoid-like activity. The etonogestrel implant occupies a complex middle ground. While population-level data suggests weight neutrality, recent exploratory pharmacogenomic research has identified a specific variant in the Estrogen Receptor 1 (ESR1) gene. For the minority of women carrying this variant, the implant may trigger clinically significant weight gain, suggesting a biological basis for their subjective experience despite statistical evidence. Ultimately, the persistence of the weight gain concern is fueled by the nocebo effect and the misattribution of natural age-related weight trajectories to contraceptive use.