Valid and reliable measures of energy balance-related behaviours are required when evaluating the effectiveness of public health interventions aiming at prevention of childhood obesity. A structured descriptive review was performed to appraise food intake, physical activity and sedentary behaviour assessment tools used in obesity intervention strategies targeting mainly preschool children across Europe. In total, 25 papers are described, addressing energy balance-related behaviours as study outcomes and targeting individuals or clusters of individuals at school- or home-based environment. Parentally reported food records and 24-h recalls were commonly used to assess food intake. Subjective levels of physical activity and sedentary behaviour were commonly accessed via parentally reported questionnaires. Accelerometry was used to obtain objective measures of physical activity. Insufficient evidence of tool evaluation was provided. When feasible, food records and accelerometry are recommended as the most appropriate methods to assess food intake in young children. Sedentary behaviour could be assessed via questionnaires that include key indicators of sedentarism and are able to differentiate individual practices. The choice of methodology for the assessment of specific intervention effects should be equally balanced between required accuracy levels and feasibility, and be guided by the intervention targets.