Physical activity (PA) interventions targeting overweight and obese children and adolescents have shown only modest success, and dropout is an area of concern. Proper design and implementation of a PA intervention is critical for maximizing adherence and thus increasing the overall health benefits from PA participation. We propose practical advice based on our collective clinical trial experience with support from the literature on best practices related to PA interventions in overweight and obese children and adolescents. The top 10 lessons learned are (i) PA setting-context is important; (ii) choice of fitness trainer matters; (iii) physical activities should be varied and fun; (iv) the role of the parent-guardian should be considered; (v) individual physical and psychosocial characteristics should be accounted for; (vi) realistic goals should be set; (vii) regular reminders should be offered; (viii) a multidisciplinary approach should be taken; (ix) barriers should be identified early and a plan to overcome them developed; and (x) the right message should be communicated: specifically, what's in it for them? The recommendations in this paper can be used in other pediatric PA programs, physical education settings, and public health programs, with the hope of decreasing attrition and increasing the benefits of PA participation to promote health in children and adolescents.