This review examines how physical activity can work for health during childhood and adolescence. Special emphasis is put on weight control and prevention of obesity-related morbidity. Both low sedentary and high exercise activities contribute to increased energy expenditure, improved weight control and prevention of obesity. Exercise, if intensity is at least moderate, has also a positive effect on fat distribution by decreasing the proportion of abdominal or visceral fat. The prevalence of clustered (multiple) cardiovascular risk factors is lower in children and adolescents, who are physically active or fit. However, the risks of obesity are greater than those from being sedentary, i.e., high physical activity reduces, but does not totally offset risks related to obesity. Good health in youth is easily lost by an unhealthy lifestyle in adulthood. An additional benefit of childhood physical activity is that it increases the likelihood of physical activity later in adulthood.