This study investigated potential subgroups of children within the Kiel Obesity Prevention Study (KOPS) for differing treatment effects for the outcome measures of overweight or obesity at 4 years. The KOPS study delivered a multicomponent school intervention to cohorts of children in Kiel but found no overall effect on the weight status outcome. However, KOPS authors suggested there may be subgroup variations in treatment effect. Data were collected as part of the KOPS for samples of 6-year-olds between 1996 and 2001, with 4-year follow-up measurements between 2000 and 2004. The present study conducted a post hoc subgroup analysis of the odds of obesity or overweight at 4-year follow-up compared to normal weight (n = 1646). A generalized linear mixed-effects model, including a treatment-subgroup interaction term, was used to estimate subgroups as a moderator of the treatment effects on the outcomes of obesity or overweight at 4-year follow-up. The findings indicated several subgroup-treatment interaction effects relating to physical activity indicators. TV or PC not being one of a child's top 3 activities at baseline was associated with a significantly decreased odds ratio of obesity at 4 years in the intervention group (OR, 0.04; 95% CI, 0.004 to 0.45) compared to the non-intervention group (OR, 0.96; 95% CI, 0.29 to 3.14), p = 0.02. Weekly activity in a sports club at baseline was associated with a decreased odds ratio of overweight at 4 years in the intervention group (OR, 0.38; 95% CI, 0.16 to 0.85) compared to the non-intervention group (OR, 0.91; 95% CI, 0.70 to 1.17). This was a significant difference (p = 0.04). These findings suggest that children's baseline physical activity may impact treatment effects on the outcomes of overweight and obesity, creating opportunities to increase the effectiveness of interventions on preventing obesity.