Aim: The aim of this study was to investigate the diagnostic workup in children with asthma hypothesising that objective confirmation of the diagnosis is associated with improved treatment adherence and patient outcomes. Methods: We reviewed medical records of children aged 5–18 years diagnosed with asthma at the Department of Paediatric and Adolescent Medicine, Herlev-Gentofte Hospital, Denmark, in 2018. Objective confirmation of the diagnosis was based on either (1) lung function, (2) bronchodilator response, (3) bronchial hyperresponsiveness and/or (4) elevated FeNO and was associated with treatment adherence (proportion of days covered, PDC), lung function development and exacerbations during a two-year follow-up period. Results: A total of 88 children were included. Asthma was objectively confirmed in 67 (76%). Children with objective confirmation of the diagnosis were more likely to redeem short-acting beta-2-agonist prescriptions: at least once, aOR = 1.3 (95% CI, 1.1–13.1), p = 0.036, and were more adherent to inhaled corticosteroid treatment: PDC>80%, aOR = 10.4 (1.8–201.1), p = 0.033. Further, objective confirmation was associated with improved lung function and reduced bronchodilator response, but not with exacerbations. Conclusion: Objective confirmation of the asthma diagnosis in children is associated with an increased treatment adherence and improved lung function, which underlines the importance of conducting objective tests in the diagnostic workup in paediatric asthma management.