The campaign group Christian Concern said it was "quite extraordinary" that the event took place at St Mary the Virgin Church of England School in Hartfield, East Sussex.
East Sussex County Council said the issue was discussed as part of the PSHE lessons where children "talk about respect, tolerance and embracing and accepting people's differences".
Libby Powell, from the Christian Legal Centre, and Christian Concern told Premier's News Hour children were innocent and "this is certainly not the sort of event which is going to help them understand issues which are adult in nature".
She added: "There needs to be Christian support out there for Children who feel that way.
"The way to deal with it is not, as this school has done, to have a transgender day for children.
"Parents weren't properly informed about it."
The council confirmed three families had removed their children from the school because of the classes but said they were all now back at school.
It said there were no other negative comments or complaints.
Head teacher Emma Maltby said: "As part of the national curriculum, we spend time talking to the children about British values of tolerance, respect and celebrating differences.
"We have had a very positive response to the event and the opportunity to learn more about this relevant topic, although three families have chosen to withdraw their children from school.
"St Mary's is an extremely inclusive school which embraces and celebrates difference and encourages children to be themselves. While some parents may have felt uneasy discussing a topic such as gender identity, our priority is to give pupils a well-rounded education and help them become responsible, independent people able to respect others."
Libby Powell speaking to Premier's Antony Bushfield: