The COVID-19 restrictions could preclude children from participating in physical education (PE) interventions. This study aimed to evaluate the efficacy of a PE intervention conducted on the beach on children’s skill- and health-related outcomes, as a possible alternative PE intervention that could be also applied during the COVID-19 pandemic. The study involved 106 primary school children, randomly assigned to the traditional indoor (TI) intervention or to the experimental outdoor (EO) intervention. The intervention period lasted 4 months and consisted of two 1-h sessions per week. Intervention was conducted just before the beginning of the COVID-19 pandemic. Children’s anthropometric parameters (height, weight, BMI, body fat percentage, and abdominal circumference), fitness parameter (VO2peak), health parameters (resting heart rate, and systolic and diastolic blood pressure), gross motor coordination, and physical activity level were assessed before and after intervention. Both groups significantly improved fitness and motor coordination but worsened some anthropometric parameters (weight, abdominal circumference) after the intervention period. The EO group showed a higher increase of gross motor coordination than the TI group. Results of this study demonstrated that children benefited from a well-structured PE intervention conducted in the natural environment of the beach improving physical fitness and gross motor coordination. Therefore, planning outdoor PE interventions could be an alternative and safe way to encourage and implement physical activity at school during the particular period of COVID-19 pandemic.