Childhood obesity is a global public health issue. Physical activity (PA) plays an important role in the prevention of becoming obese and reducing the risk of obesity. This study aims to explore the trends of PA and its effects on obesity among preschool children (aged 3–7 years) in different cultural contexts (i.e., Western countries and China). Five databases (English database [PubMed] and four Chinese journal databases [CBM, CNKI, CQVIP, and Wanfangdata]) were searched for studies published between 2002 and 2022. Five Chinese studies were included in the article. These studies demonstrated that comprehensive intervention including PA can prevent and alleviate obesity in preschool children. Eleven English studies met the inclusion criteria, of which seven indicated that the intervention groups reduce obesity among preschool children, while four showed no significant difference. The findings suggest that PA has a discernible impact on obesity in preschool children, highlighting the need for future studies to focus on this specific population to prevent their health better.