Obesity prevention is a major public health priority. It is important that all groups benefit from measures to prevent obesity, but we know little about the differential effectiveness of such interventions within particular population subgroups. This review aimed to identify interventions for obesity prevention that evaluated a change in adiposity according to socioeconomic position (SEP) and to determine the effectiveness of these interventions across different socioeconomic groups. A systematic search of published and grey literature was conducted. Studies that described an obesity prevention intervention and reported anthropometric outcomes according to a measure of SEP were included. Evidence was synthesized using narrative analysis. A total of 14 studies were analysed, representing a range of study designs and settings. All studies were from developed countries, with eight conducted among children. Three studies were shown to have no effect on anthropometric outcomes and were not further analysed. Interventions shown to be ineffective in lower SEP participants were primarily based on information provision directed at individual behaviour change. Studies that were shown to be effective in lower SEP participants primarily included community-based strategies or policies aimed at structural changes to the environment. Interventions targeting individual-level behaviour change may be less successful in lower SEP populations. It is essential that our efforts to prevent obesity do not leave behind the most disadvantaged members of society.