Tackling increasing rates of obesity is likely to be a defining feature of health care over the next several decades. Adult obesity is a persistent and treatment‐resistant problem. Consequently, an emerging theme in the literature is to commence prevention efforts earlier in the developmental time course. This view is based primarily on epidemiological data demonstrating a link between traits manifesting early during development and increased obesity risk in adulthood. Physical activity is a perennial factor in discussions of obesity prevention. However, the optimal timing and type of physical activity interventions to commence remains unclear. Critical developmental windows of plasticity may afford time‐limited opportunities to shape body composition across the life course; however, physical activity has not been explicitly considered in these discussions. Although animal models suggest that physical activity commenced earlier in development has differential effects on obesity onset compared to physical activity commenced in adulthood, human research is lacking. In this conceptual review, we consider physical activity during critical developmental periods as a way to mitigate obesity risk later in life.