Background/Objective: Growth and obesity have been associated with increased risk of islet autoimmunity (IA) and progression to type 1 diabetes. We aimed to estimate the effect of energy-yielding macronutrient intake on the development of IA through BMI. Research Design and Methods: Genetically at-risk children (n = 5,084) in Finland, Germany, Sweden, and the USA, who were autoantibody negative at 2 years of age, were followed to the age of 8 years, with anthropometric measurements and 3-day food records collected biannually. Of these, 495 (9.7%) children developed IA. Mediation analysis for time-varying covariates (BMI z-score) and exposure (energy intake) was conducted. Cox proportional hazard method was used in sensitivity analysis. Results: We found an indirect effect of total energy intake (estimates: indirect effect 0.13 [0.05, 0.21]) and energy from protein (estimates: indirect effect 0.06 [0.02, 0.11]), fat (estimates: indirect effect 0.03 [0.01, 0.05]), and carbohydrates (estimates: indirect effect 0.02 [0.00, 0.04]) (kcal/day) on the development of IA. A direct effect was found for protein, expressed both as kcal/day (estimates: direct effect 1.09 [0.35, 1.56]) and energy percentage (estimates: direct effect 72.8 [3.0, 98.0]) and the development of GAD autoantibodies (GADA). In the sensitivity analysis, energy from protein (kcal/day) was associated with increased risk for GADA, hazard ratio 1.24 (95% CI: 1.09, 1.53), p = 0.042. Conclusions: This study confirms that higher total energy intake is associated with higher BMI, which leads to higher risk of the development of IA. A diet with larger proportion of energy from protein has a direct effect on the development of GADA.