Obesity is defined as an abnormal or excessive fat accumulation that may impair health. Dual-energy X-ray absorptiometry (DEXA) has been suggested as the gold standard to define obesity, but because its use is complex and expensive, anthropometric measures such as body mass index (BMI) or the waist-to-height ratio (WtHr) have been used as alternatives. The aim of this study was to review the published literature and investigate the correlation of BMI and WtHr with body fat (BF) measured by DEXA in pediatric populations. References were sought in PubMed/Medline and Embase datasets. Five original articles, published between 2013 and 2015, were finally included in this review. Their sample size ranged from 83 to 5355, and the age of participants ranged from 4.9 to 19 years old. The most frequently reported association measurements were the coefficients of determination (R²), followed by correlation coefficients and least-squares regression coefficients. BF measured by DEXA was strongly correlated with both BMI (R² ranging from 0.32 to 0.91) and WtHr (R² ranging from 0.49 to 0.73). Thus, either BMI or WtHr may be useful to define obesity when more sophisticated techniques are not available. Our systematic review of the available literature found that neither index demonstrated superiority in assessing obesity in children.