The prevalence of overweight and obesity has been rising among Mexican children and adolescents in the last decades. To systematically review obesity prevention interventions delivered to Mexican children and adolescents. Thirteen databases and one search engine were searched for evidence from 1995 to 2021. Searches were done in English and Spanish to capture relevant information. Studies with experimental designs, delivered in any setting (e.g., schools or clinics) or digital domains (e.g., social media campaigns) targeting Mexican children or adolescents (≤ 18 years) and reporting weight outcomes, were included in this review. In addition, the risk of bias was appraised with the Effective Public Health Practice Project Quality Assessment Tool. Twenty-nine studies with 19,136 participants (3–17 years old) were included. The prevalence of overweight and obesity at baseline ranged from 21 to 69%. Most of the studies (89.6%) were delivered in school settings. The duration ranged from 2 days to 3 school years, and the number of sessions also varied from 2 to 200 sessions at different intensities. Overall, anthropometric changes varied across studies. Thus, the efficacy of the included studies is heterogeneous and inconclusive among studies. Current evidence is heterogeneous and inconclusive about the efficacy of interventions to prevent obesity in Mexican children and adolescents. Interventions should not be limited to educational activities and should include different components, such as multi-settings delivery, family inclusion, and longer-term implementations. Mixed-method evaluations (including robust quantitative and qualitative approaches) could provide a deeper understanding of the effectiveness and best practices.