Objective: This study aimed to examine whether children in rural outdoor kindergartens had attained a lower body mass index z-score (BMIz) and were at lower risk of overweight after school entrance compared to children in urban conventional kindergartens. Methods: This is a longitudinal observational study of 1,544 children from outdoor kindergartens and 1,640 from conventional kindergartens. The mean age at kindergarten enrolment was 3.5 years (SD: 0.9) in the outdoor kindergartens and 3.6 years (SD: 1.0) in the conventional kindergartens. Anthropometry was measured after school entry by school health nurses when the children were 6 to 8 years old. Attained BMIz was included as the primary outcome. The risk of attaining overweight (including obesity) was included as a secondary outcome. Register-based information was available on potential confounding factors. Linear and logistic regression models were used to assess group differences in outcome measures. Results: Our basic models, with information on outcome, kindergarten type, and birth weight showed a borderline statistically significantly lower attained BMIz (−0.07 [95% CI: −0.14, 0.00], P = 0.060) and a lower risk of overweight (adjusted risk ratio: 0.83 [95% CI: 0.72, 0.97], P = 0.016) among children attending outdoor kindergartens. However, when adjusting for sociodemographic factors and parental BMI, there was no evidence of differences in attained BMIz (P = 0.153) or overweight (P = 0.967). Conclusion: When considering confounding factors, our findings indicate no differences in attained BMIz or risk of overweight after school entry among children attending rural outdoor kindergartens compared to those attending urban conventional kindergartens.