The aim of this comprehensive systematic review was to identify the most effective behavioural models and behaviour change strategies, underpinning preschool- and school-based interventions aimed at preventing obesity in 4–6-year-olds. Searching was conducted from April 1995 to April 2010 using MEDLINE, EMBASE, CINAHL, PsycINFO and The Cochrane Library. Epidemiological studies relevant to the research question with controlled assignment of participants were included in the review, if they had follow-up periods of 6 months or longer. Outcomes included markers of weight gain; markers of body composition; physical activity behaviour changes and dietary behaviour changes. Twelve studies were included in the review. The most commonly used model was social cognitive theory (SCT)/social learning theory (SLT) either as a single model or in combination with other behavioural models. Studies that used SCT/SLT in the development of the intervention had significant favourable changes in one, or more, outcome measures. In addition, interventions that (i) combined high levels of parental involvement and interactive school-based learning; (ii) targeted physical activity and dietary change; and (iii) included long-term follow-up, appeared most effective. It is suggested that interventions should also be focused on developing children's (and parents') perceived competence at making dietary and physical changes.