Previous empirical research and reviews have suggested that the level of fundamental movement skills (FMS), motor competence (MC), physical activity (PA), or physical fitness seem to directly influence the executive functions (EFs) in school aged children. However, there is no available comprehensive review of whether the exact links between motor constructs and EFs also exist in the preschool period, even though preschool age is the critical period for developing EFs. Therefore, this study aimed to systematically review the evidence on the association between FMS, MC, PA, PF, and EFs. To conduct the systematic review, we utilized searches using Web of Science, PubMed, and EBSCO (including SPORTDiscus and Academic Search Premier). We included studies that examined associations between one or all of the four motor constructs with EFs among typically developing children aged 3-6 years, published between January 2010 and October 2021. A total of 15 studies met the inclusion criteria, of which four were randomized controlled trials, three were longitudinal studies, four were cohort studies, and four were cross-sectional studies. We found weak correlations or insufficient evidence for associations between FMS, PA, PF, and EFs. However, there was strong evidence for a moderately strong association between MC and working memory, a moderately weak association between MC and inhibition, and inadequate evidence for a weak to moderate association between MC and shifting. In addition, only half of the included studies were methodologically high-quality studies. Specifically, a questionable design selection of research samples might bias the strength of evaluated associations. We also found significant diversity in the diagnostic tools used for assessing and measuring motor and EFs domains. Our findings support the assumption that motor competencies level, which contains physical capacity and cognitive components, could be significantly linked to EF development from a preschool age. Therefore, we suggest that future studies focus more on clinical trial design, combining movement interventions with different levels of cognitive components, for the purposive development of EFs in preschool-aged children.