Preschool children spend a large part of their day at school, and a large part of that time they spend in sedentary behaviour (SB). Although SB negatively affects regions of the brain responsible for cognition, it is believed that the type of SB performed can favour executive functions' performance. The present study aimed to analyse the association between SB inside and outside preschools and EF tasks in preschool children. Thus, 73 pre-school children (60.3% girls) were evaluated, with a mean age of 55.0 ± 9.1 months. The SB and physical activity (PA) were objectively assessed using accelerometers. The executive function (EF) was assessed using the Go / No Go paradigm by Early Years Toolbox – YET, and for the purposes of analysis, the inverse efficiency of Go and No Go accuracy were considered. Body Mass Index (BMI) was calculated [weight/height² (kg/m2)]. The preschool secretary provided the children's sex and age. To assess possible associations between EF and SB, with sex, age, BMI and PA as covariates, a structural equation model, using multivariate linear regression analysis, was conducted. A significant and positive association between SB in weekend days and IE of Go (b = 0.61; p < 0.001) was observed. The model´s general explaining 51.9% of IE, and 2% of Ac-No Go. Conclusion: the model presented in this study showed that SB on weekend days showed a significant and adverse association with children´s IE, suggesting that excessive SB on these days may be harmful to EF in early child.