The objectives of the study were: (1) the evaluation of the blood serum concentration of ZAG (Zinc-alpha 2 Glycoprotein) in girls with anorexia nervosa, as well as in girls with simple obesity and healthy girls; and (2) the valuation of the relationship between the blood level of ZAG and the duration of AN and anthropometric parameters, parameters of the lipid and carbohydrate metabolism, thyroid hormones, and cortisol in the blood in all study subjects. Materials and methods: The study covered 87 girls (aged 11–17.9 years). The studied group (AN) contained 30 girls suffering from anorexia nervosa, and the control groups contained 30 healthy girls (H) and 27 girls with simple obesity (OB), respectively. Results: The mean concentration of ZAG in the blood serum in the AN group was significantly higher than in the OB and H groups. Accumulatively, the level of ZAG in the entire studied group correlated negatively with the parameters of their nutritional status. The mean concentrations of ZAG in the entire group correlated positively with the concentrations of HDL and cortisol and negatively with insulin, HOMA-IR, triglycerides, and hsCRP. Conclusions: The higher blood concentrations of ZAG in girls with AN compared to healthy subjects seemed to constitute a secondary adaptation mechanism in response to the undernourishment status. ZAG blood concentration values correlated negatively with body mass, BMI, Cole’s index, the level of insulin, and the HOMA-IR score, whereas they correlated positively with the level of cortisol. Increased ZAG levels in AN patients may result from increased levels of cortisol, manifesting in malfunction along the hypothalamic–pituitary–adrenal axis, which in effect can promote body weight loss.