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Abstract Background Overweight and obesity are increasing among children all over the world. Socio-economic factors may influence the development of overweight and obesity in childhood, and it has been proposed that breastfeeding may protect against obesity. The aim of our study was to examine the relationship between exclusive breastfeeding and obesity when potential confounders, such as socioeconomic factors, are considered. Methods The data analyzed was from ABIS (All Babies in Southeast Sweden), a prospective cohort study. All parents with children born between October 1, 1997 and October 1, 1999 in Southeast Sweden (n = 21,700) were asked to participate. Parents were asked to answer periodic questionnaires from the time of the child's birth (n = 16,058) until he/she was five years of age (n = 7,356). Cutoffs for overweight and obesity were defined according to Cole et al, age and gender adjusted. Short-term exclusive breastfeeding was defined as < 4 months of exclusive breastfeeding. Multiple logistic regressions were used to identify variables that predict the child's BMI (Body Mass Index) at five years of age. Results At five years of age, 12.9% of the children in the study wereoverweight and 4.3% were obese. At the age of three months, 78.4% of the children were being breastfed exclusively. The median exclusive breastfeeding duration was four months. High maternal BMI > 30 (AOR = 1.07; CI = 1.05–1.09; P < 0.001), maternal smoking (AOR = 1.43; CI = 1.05–1.95; P = 0.023) and being a single parent (AOR = 2.10; CI = 1.43–3.09; P < 0.001) were associated with short-term exclusive breastfeeding (less than 4 months). Short-term exclusive breastfeeding was less common if one of the parents had a university degree (Mother: AOR = 0.74; CI = 0.61–0.90; P = 0.003 Father: AOR = 0.73; CI = 0.58–0.92; P = 0.008) or if the father was more than 37 years old (AOR = 0.74; CI = 0.55–0.99; P = 0.045). Short-term exclusive breastfeeding was associated with obesity in five-year-old children (simple logistic regression: OR = 1.44; CI = 1.00–2.07; P = 0.050), but when including other independent factors in the analysis, short-term exclusive breastfeeding did not attain statistical significance. Conclusion We cannot exclude the possibility that exclusive breastfeeding influences weight development, but it does not seem to protect against obesity at five years of age.