This study investigated ethnic differences in childhood body mass index (BMI) in children from Dutch and Turkish descent and the role of infant feeding factors (breastfeeding duration, milk feeding frequency, as well as the timing, frequency and variety of complementary feeding (CF)). We used data from 244 children (116 Dutch and 128 Turkish) participating in a prospective study in the Netherlands. BMI was measured at 2, 3 and 5 years and standard deviation scores (sds) were derived using WHO references. Using linear mixed regression analyses, we examined ethnic differences in BMI-sds between 2 and 5 years, and the role of infant feeding in separate models including milk or CF factors, or both (full model). Relative to Dutch children, Turkish children had higher BMI-sds at age 3 (mean difference: 0.26; 95%CI: 0.04, 0.48) and 5 (0.63; 0.39, 0.88), but not at 2 years (0.08; −0.16, 0.31). Ethnic differences in BMI-sds were somewhat attenuated by CF factors at age 3 (0.16; −0.07, 0.40) and 5 years (0.50; 0.24, 0.77), whereas milk feeding had a minor impact. Of all factors, only CF variety was associated with BMI-sds in the full model. CF factors, particularly CF variety, explain a small fraction of the BMI-sds differences between Dutch and Turkish children. The role of CF variety on childhood BMI requires further investigation.