There is a close relationship between the development of complex motor skills and executive functions during childhood. This study aimed to analyze the differences in different dimensions of executive functions in children practicing an open-skill sport (handball) and a closed-skill sport (athletics) and controls who did not participate in sports activities after a 12-week intervention period. School-aged male and female subjects (n = 90; mean ± standard deviation = 11.45 ± 0.68 years) participated in a non-randomized controlled study. Data analysis was performed using the STATA V.15 statistical software. The athletics intervention promoted semantic fluency (p = 0.007), whereas handball increased inhibition (p = 0.034). Additionally, physical activity improved in both intervention groups (p = < 0.001), whereas sprint performance improved in the handball group following intervention (p = 0.008), lower body muscular power improved in athletics (p = 0.04), and evidence of improvement in upper body muscular strength was noted in handball (p = 0.037). In turn, an increase in the Physical Activity Questionnaire for older Children score showed an association with the Standard Ten scores of executive functions. In conclusion, compared to controls, both athletics and handball induced meaningful improvements in physical activity and executive functions. However, sport-specific adaptations were noted after athletics (i.e., semantic fluency and lower body muscular power) and handball (i.e., inhibition, sprint, and upper-body muscular strength).