This study aimed to (i) gain insight in the prevalence of overweight indices in European preschoolers (4–7 years); (ii) identify energy balance-related behaviours associated with overweight/obesity; and (iii) identify children at risk for overweight/obesity. Secondary analyses of six European data sets were conducted according to standardized protocols. Based on objectively measured height and weight, prevalence of overweight and obesity across the countries ranged from 8% to 30% and 1% to 13%, respectively, with highest rates in Southern European countries (i.e. Spain and Greece). Positive associations between sedentary behaviours and overweight indices were found. Physical activity and dietary behaviours were not associated, possibly because of methodological limitations. Children of parents with high body mass index or low socioeconomic status were at increased risk of overweight/obesity. In conclusion, large differences in prevalence of overweight and obesity among preschoolers across Europe were observed. Future obesity prevention interventions in preschoolers should target screen time giving specific attention to children from overweight and/or low socioeconomic status parents. There is a need for high methodological quality studies, preferably with a long-term prospective design using sensitive, valid and reliable measures of behaviours, assessing whether and which physical activity and dietary behaviours are associated with overweight in preschoolers.