Objective: We examined whether dietary energy intake (EI) and dietary energy density (ED) were cross-sectionally associated with body composition of children living in Southwest China. Design and Methods: Multivariate regression analyses were performed on three day, 24 h dietary recall data and information on potential confounders from 1207 participants aged 8–14 years. EI was calculated from all foods and drinks and ED was classified into five categories. Body mass index (BMI) z-scores, percentage of body fat (%BF), fat mass index (FMI), fat-free mass index (FFMI) and ratio of waist to hip circumference (WHR) were used to describe body composition. Results: Boys with higher total EI had higher BMI z-scores, %BF, and FMI than boys with lower total EI both before and after measurements were adjusted for confounders (age, fiber intake, physical activity, the timing of adding complementary foods, paternal education level and maternal BMI) (p ≤ 0.04). However, EI was not associated with body composition in girls. Dietary ED, in any category, was not associated with body composition in either gender. Conclusions: Dietary ED was not associated with body composition of children in Southwest China, while dietary EI in boys, not girls, was positively associated with body composition. Reducing dietary energy intake may help to prevent obesity and related diseases in later life among boys living in Southwest China.