Recent increases in obesity prevalence among children in developed countries are of policy concern. While significant positive associations between households' food insecurity status and body weights have been reported for adults, it is known from the energy physiology literature that energy requirements depend on BMR, anthropometric measures and physical activity. It is therefore important to model the bi-directional relationships between body weights and households' food insecurity scores especially for children that have evolving nutrient and energy requirements. The present paper estimated dynamic random effects models for children's body weights and BMI, and households' food insecurity scores using longitudinal data on 7635 children in the USA enrolled in 1st, 3rd and 5th grades (1999-2003) of the Early Childhood Longitudinal Study-Kindergarten. The main findings were, first, physical exercise and numbers of siblings were significantly (P < 0.05) negatively associated with body weights, while households' food insecurity score was not a significant predictor. Moreover, children's body weights were significantly lower in households with higher parental education and incomes; time spent watching television and in non-parental care were positively associated with weights. Second, models for households' food insecurity scores showed that poverty and respondents' poor emotional and physical health significantly increased food insecurity. Moreover, households with children who were taller and heavier for their ages faced significantly higher food insecurity levels. Overall, the results showed that household food insecurity was unlikely to exacerbate child obesity in the USA and it is important that children receive balanced school meals and perform higher physical activity.