Preventing the development of obesity in children is an international health priority. To assess the effectiveness of interventions designed to prevent obesity, promote healthy eating and/or physical activity and/or to reduce sedentary behaviours in 0–5-year-old children, a systematic review of the literature was performed. Literature searches were limited to articles published between January 1995 and June 2006, printed in English and sampling children aged 0–5-years. Searches excluded literature concerned with breastfeeding, eating disorders, and interventions which were school-based or concerned with obesity treatment. Two reviewers independently extracted data and assessed study strengths and weaknesses. Nine included studies were grouped based on the settings in which they were delivered. Most studies involved multi-approach interventions, were conducted in the USA and varied in study designs and quality. All showed some level of effectiveness on at least one obesity-behaviour in young children. These studies support, at a range of levels, the premise that parents are receptive to and capable of some behavioural changes that may promote healthy weight in their young children. The small quantity of research heralds the need, particularly given the potential for early intervention to have long-lasting impacts on individual and population health, to build in a substantial way upon this evidence base.