Background: The aims of this systematic review were to study the effectiveness of primary school-based physical activity, sedentary behavior and nutrition interventions with direct parental involvement on children’s BMI or BMI z-score, physical activity, sedentary behavior and nutrition behavior and categorize intervention components into targeted socio-cognitive determinants and environmental types using the Environmental Research framework for weight Gain prevention. Methods: In March 2018, a systematic search was conducted in four electronic literature databases. Articles written in English about effectiveness studies on school-based interventions with direct parental involvement targeting 4–12 year olds were included. Interventions with indirect parental involvement, interventions not targeting the school environment, and pilot studies were excluded. Study and intervention characteristics were extracted. Study quality and study effectiveness were assessed and effect sizes (Cohen’s d) were calculated for the outcome measures. Types of socio-cognitive factors and environmental types targeted were distinguished. Results: In total, 25 studies were included. Most studies on BMI or BMI z-score, physical activity and sedentary behavior found favorable results: 61.1%, 81.1% and 75%, respectively. Results regarding nutrition behavior were inconclusive. Methodological study quality varied. All interventions targeted multiple environmental types in the school and family environment. Five targeted socio-cognitive determinants (knowledge, awareness, attitude, self-efficacy and intrinsic motivation) of the children were identified. No consistent pattern was found between either type of environment targeted, number of type of environment targeted, or the child’s targeted socio-cognitive determinants and intervention effectiveness. Discussion: School-based interventions with direct parental involvement have the potential to improve children’s weight status, physical activity and sedentary behavior. Based on the results, it is recommended that school-based interventions with direct parental involvement target more than one EBRB, last at least one year, and focus particularly on the physical and social environment within both the school and the family environment