Obesity is a serious health challenge worldwide and is associated with various comorbidities, including dyslipidemia, type 2 diabetes, and cardiovascular disease. Developing effective strategies to prevent obesity is therefore of paramount importance. One potential strategy to reduce obesity is to consume calcium, which has been implicated to be involved in reducing body weight/fat. In this review, we compile the evidence for the anti-obesity roles of calcium in cells, animals, and humans. In addition, we summarize the possible anti-obesity mechanisms of calcium, including regulation of (a) adipogenesis, (b) fat metabolism, (c) adipocyte (precursor) proliferation and apoptosis, (d) thermogenesis, (e) fat absorption and excretion, and (f) gut microbiota. Although the exact anti-obesity roles of calcium in different subjects and how calcium induces the proposed anti-obesity mechanisms need to be further investigated, the current evidence demonstrates the anti-obesity effects of calcium and suggests the potential application of dietary calcium for prevention of obesity.