To evaluate the association of dietary patterns (DP) at 4 years with adiposity and cardiometabolic risk factors at 10 years, considering sex-heterogeneity. This prospective analysis included 3823 children enrolled in the population-based birth cohort, Generation XXI (Porto-Portugal, 2005–2006). Diet at 4 years was assessed by FFQ, with three DP being identified: high in energy-dense foods (EDF), intermediate in snacks (snacking), and healthier (reference). BMI at 10 years was considered as the Z-score according to the WHO. Other adiposity indicators—fat mass percentage (FM%), fat mass index (FMI), and waist-to-height ratio (WHtR)—were converted to z-scores using the sample’s sex-specific means and standard deviations, as were the cardiometabolic risk factors (systolic and diastolic blood pressure, lipid profile, and insulin resistance). The associations of DP at 4 years with later adiposity or cardiometabolic factors were estimated by linear regression or by multinomial logistic regression models. In fully adjusted models, the EDF DP was significantly positively associated with the BMI (EDF vs. healthier: β = 0.139; 95% CI: 0.031, 0.246, P-interaction = 0.042) and obesity (OR = 2.68; 95% CI 1.55, 4.63, P-interaction = 0.005) only in girls, among whom, it increased insulin (β = 0.165; 95% CI: 0.020, 0.311) and HOMA-IR (β = 0.159; 95% CI: 0.013, 0.306) at 10 years. An EDF DP at 4 years is associated with later adiposity, insulin, and HOMA-IR in girls.