© 2020, Fuji Technology Press. All rights reserved. It is well known that, in human communication, physical contact, such as holding hands, has the effect of relieving stress and providing a sense of intimacy. In this study, we verified whether walking hand-in-hand has a positive effect on relationship building between children and robots. Specifically, an interaction experiment was performed in which a child and a robot play one-on-one for approximately 30 min with 37 children aged 5–6 years. The robot is teleoperated by a nursery teacher in this experiment. The children are divided into two groups: the experimental group, in which children walk hand-in-hand during their first encounter with the robot, and the control group, in which children do not have any physical contact with the robot. The change in the interaction is analyzed while taking into consideration the distance between the child and the robot, eye contact rate, and a questionnaire completed by the parents and children. The results reveal that the children in the experimental group interacted significantly with the robot. Moreover, the parents of the children in the experimental group tended to feel that their children appeared to experience intimacy with the robot. These results suggest that walking hand-in-hand has a positive effect on child-robot relationship building.