The effect of increased recreational physical activity in children on insulin levels has not yet been studied. We carried out a randomized controlled trial in 76 children 6–9 years old, 32 of them increased their physical activity and 30 maintained the same level. In the intervention group, after a week of baseline, recreational activity three times/week was programmed for 12 weeks. We compared insulin, homeostatic model assessment (HOMA) index, glucose, HDL-C, LDL-C, triglycerides, and body mass index in both groups. Thereafter, we compared groups of normal weight, overweight, and with obesity in the experimental group. The group of recreational activity increased their median daily steps (15,329 to 19,910) and decreased insulin (p < 0.001) and HOMA index (4.36 vs. 2.39, p < 0.001). The diminution of insulin levels was more significant in the overweight group (p < 0.007). In conclusion, in our group, children who increased physical activity during 12 weeks decrease insulin levels and insulin resistance without change in other metabolic and anthropometric variables.