Childhood obesity is arguably the most significant global public health threat, yet effective strategies to contain or prevent the disease are not available. This review examines the physical activity patterns of children and the role physical activity plays in daily energy expenditure. The prevailing focus on moderate to vigorous activity in childhood means there is limited objective information on either sedentary behaviour or non-exercise activity thermogenesis (NEAT), the energy expended during the activities of daily living. Most strategies targeting the prevention of childhood obesity have focused upon adding moderate to vigorous activity and have not been particularly successful. The low efficacy of more purposeful activity is perhaps not surprising because of the small variance in children’s physical activity levels explained by moderate to vigorous activity. Subtle changes in NEAT have in contrast been shown to account for differences in fat-mass gain or resistance in adults. Theoretically, manipulating a child’s living environment to enhance NEAT would create a positive gain in TDEE, a gain that could lead to the prevention of excess fat-mass. More careful consideration of the specific aspects of physical activity that are most influential in the maintenance of body weight in childhood is a priority. Appreciating the role NEAT may play in the variation of total daily energy expenditure in children is a future challenge for physical activity research.