Childhood is a window of opportunity for the prevention of the obesity pandemic. Since “the first 1000 days of life” is a period in which healthy eating habits must be acquired, it should be the target for preventive strategies. Baby-led weaning (BLW) is an emergent way of weaning that could influence children’s health. The nutrition committees of the main pediatric societies affirm there is not enough evidence to support which is the best method of weaning. The aim was to determinate the influence of BLW on the infant’s weight gain compared to the traditional spoon-feeding, and to assess if it could decrease the risk of obesity in children. A systematic review was conducted, following the PRISMA method. Pubmed, Web of Science, Embase, and Cochrane Library were searched. Out of 747 articles, eight studies (2875 total infants) were included (two randomized control trials, 6 observational studies). Results were indecisive, while some studies seem to demonstrate lower weight gain in infants that apply BLW, others show inconclusive results. The risk of bias in all included studies was moderate or high. In conclusion, more clinical trials and prospective studies should be done prior to providing a general recommendation about the best method of weaning to reduce the risk of obesity.