Background: Reducing the spread of obesity represents a challenge for clinicians in which obesity prevention plays a key role in achieving this purpose. The aim of this review is to analyze the nutritional interventions that can be implemented to prevent childhood obesity. Methods: Searching PubMed and Cochrane Library between 2019 and 2021. Further searching with no date range for articles selected for their specific relevance in the pediatric area or for their scientific relevance. A total of 871 articles were identified and 90 were included. Results: We organized the results of the selected articles into age groups, and according to the subjects targeted for interventions or to the site of interventions, reserving an in-depth analysis on specific nutritional aspects. Promotion of breastfeeding, reduction of protein content of formulated milks, and diet of the first 12–24 months, involving family and schools in interventions that promote physical activity and healthy diet, are promising strategies for reduction of the risk of obesity. To increase the efficacy of interventions, a multidimensional approach is crucial. Conclusions: A multidimensional approach, which takes into consideration different areas of intervention, is pivotal for childhood obesity prevention. Integrated programs involving several components (nutrition and physical activity at first) at different levels (individual, family, school, and institutional) are crucial.