Cardiovascular disease (CVD) is the leading cause of global mortality, and its precursors have their origin in the first decade of life. The most recognized CVD risk factors are total and central adiposity, insulin resistance, blood lipids and lipoproteins, blood pressure, inflammatory proteins, and cardiorespiratory fitness. Low physical activity is strongly associated with a higher risk of developing CVD in adults, and there is compelling evidence indicating that this is also the case in young individuals. Epidemiologic evidence indicates that a high level of physical activity, particularly vigorous physical activity, is associated with lower total and central body fat in youth. Likewise, moderate and vigorous physical activity rather than low-intensity levels seems to be independently associated with insulin resistance, blood lipids, blood pressure, inflammatory proteins, and cardiorespiratory fitness in children and adolescents. Preventive efforts should start in the first decades of life.