The toy company is coming under pressure from the environmental campaign group to end its decades-old partnership with the energy giant, which involves Lego making Shell-branded toys that are sold in Shell petrol stations.
In the past two years around 16 million of the toys have been sold, Greenpeace claims.
Greenpeace is specifically seeking to engage parents and children as part of the campaign.
"Lego is a fantastic product that’s all about creative play so we’re turning that back on it by rolling out playful and engaging activities as part of the campaign," said Greenpeace Arctic campaigner Ian Duff.
"We want to reach out to parents and kids because they care about Lego and they care about the future of the planet, so they are best placed to say to Lego that it should ditch Shell for good."
The campaign opened with Greenpeace adding protesters to the models at Legoland Windsor, with minifigure protesters and banners placed by models of landmarks such as Big Ben and social media activity to attract support from parents and children.
The campaign will continue with a series of videos and further protest actions in different countries around the world.
Duff added that the aim of the campaign was to highlight the contrast between the companies' reputations.
"Lego has built its brand on its promise of building a better world for children. Shell, by contrast, has a truly dreadful reputation," argued Duff, pointing to criticism of the company by NGOs and regulators for its drilling in the Arctic since 2012.
He added that while Shell benefited from the positive brand image of Lego, the toy company was getting a "dud deal".
"Letting Shell use its brand is a stain on its good name because climate change, and Shell’s part in it, is an incredible threat facing all children around the world," he said.