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Forest school is a form of outdoor learning that takes children into regular and repeated learning experiences in natural settings. Being based on a comprehensive experience with nature, it is assumed to be beneficial for learning and to promote restorative effects on cognitive and emotional function in preschool children. This review aimed to examine the available evidence on the benefits of forest school compared to indoor school activities in children aged 3 to 6 years. We searched for studies on forest school for preschool children in PsycInfo, JSTOR, and Scopus, with no restriction on publication year. The risk of bias was assessed using Joanna Briggs's criteria for quasi-experimental design. Of the 190 articles identified, 16 studies were reviewed (N = 1560). Higher benefits were found in children attending forest school compared to those attending indoor school in various areas of child development: cognitive function, motor coordination and balance, connectedness to nature, and health and well-being outcomes. There is, however, still a shortage of empirical evidence, and the methodological quality of most studies was limited. The literature on forest schools for preschool children in general supports positive effects in a wide range of variables that promote child health and development, but more evidence is needed to assess their effectiveness. Due to the methodological weaknesses of the reviewed studies, one should interpret their findings with caution.