This systematic review examined the associations of physical activity (PA) and sedentary behavior to childhood overweight and obesity in cross-sectional studies from the last 10 years. Cross-sectional approaches are cost-effective methods for identifying relationships that can then be followed by longitudinal studies to establish temporality and create targeted interventions. The 17 selected studies contained a variety of measures of PA and sedentary behavior. PA was related negatively to child weight status in some studies; however, it was not associated in others. In general, sedentary behaviors were positively associated with weight status. However, gender differences appeared in some studies for each variable. Limitations of cross-sectional approaches were discussed, as was the need for more accurate measures of PA, sedentary behavior, and body composition.