Paediatric hypertension is becoming a global health problem which is paralleled by overweight and obesity in children and adolescents, and tracks into adulthood. Therefore, promoting primary prevention of hypertension at early ages will reduce the increasing trends of hypertension in Africa. The prevalence of hypertension in South African children ranges between 7.5% and 22.3%, while care and treatment of hypertension remains a major challenge and health crisis. From the Exercise, Arterial Modulation and Nutrition in Youth South Africa (ExAMIN Youth SA) study using the latest 2017 American Academy of Pediatrics Clinical Practice Guidelines, we reported unique sex and ethnic differences of blood pressure (BP) in 5–9 year old children (n = 1062) and identified 14.1% children with elevated BP and almost 23% within the range of stage 1 or 2 hypertension. We also reported that 15.2% of the children were overweight and 4.4% obese according to the age and sex standardized body mass index (BMI) z-scores. Overweight and obesity were more prevalent in white children, while diastolic BP and total vascular resistance were higher in black children. The odds of having elevated BP were 60% higher with every standard deviation increase of BMI z-score. We analysed cortisol reactivity in relation to physical fitness to underpin the role of environmental stressors and physiological responses after inducing physical stress. We showed that white children had lower cardiorespiratory fitness (CRF) compared to children of African ancestry. However, African children had lower cortisol reactivity and unfavourable lower morning cortisol levels compared to white children. We demonstrated that lower CRF and higher BP are associated with lower cortisol responses in young children. In the same children and in comparison with a Swiss cohort, we investigated the role of high BP, obesity and ethnicity on retinal microvascular phenotype. We reported that obesity, hypertension and African ancestry are the main factors contributing to arteriolar narrowing. Since the microvasculature is also well represented by the kidneys, and the kidneys regulate BP, we also analysed a marker of proximal tubular function, alpha-1 microglobulin (A1 M), to identify early pathways of hypertension development in children. A1 M levels increased with higher BP, especially in children of African ancestry. With childhood lifestyle and behavioural risk factors being the most important for the prediction of cardiovascular events in adulthood, we argue that targeting health behaviour and optimising health education in early life are the most promising prospects to prevent early cardiovascular disease development in Africa.