The goal of swimming school during early school age is to promote physical literacy. According to linear or non-linear pedagogy, a linear or non-linear approach teaching style can be used. The aim of our study was to investigate whether a different teaching methodology, as in using a teacher-centered approach (linear pedagogy), or a student-centered approach (non-linear pedagogy), could differently influence the perceptions of aquatic activity of children and parents. Parents of 100 children (53 females and 47 males, age 5.9 ± 0.3 years old) participating in the study were previously interviewed to ascertain their expectations regarding the swimming course. Participants were in a medium-high social context. Subsequently, considering the data of the incoming aquatic motor competence’s tests, children were divided into a linear (LI) and non-linear (NL) pedagogy group. A total of 4 instructors were enrolled. Upon completing the swimming course, the aquatic motor competence’s test was repeated, a pictorial scale of perceived motor competence was administered, and a questionnaire regarding the course was proposed to children’s parents. Physical development and learn to swim resulted two of the most important reasons leading parents to choose swimming courses. LI achieved greater progress than the NL in actual motor competence (A.M.C.), while NL perceived a higher aquatic motor competence (P.M.C.) in 7 out of 10 items of the pictorial scale. Parents of children in LI, gave greater importance to the teacher’s role, while NL’s parents pointed the acquisition of children’s abilities as pivotal. In conclusion, NL approach was more appreciated by children, while LI method was more rewarding for parents because initial expectations were satisfied.