This study aimed to examine whether participation in more types of after-school tutoring for 3- to 6-year-old preschool children is more beneficial to their social behavior. The study was based on survey data collected from 823 children aged between 3 and 6 years in Beijing City, the Guangdong Province and the Jiangsu Province, China. Binary logistic regression and hierarchical multiple regression results revealed that: (1) gender, age, and family socioeconomic status were important factors that affected whether preschool children participated in after-school tutoring; (2) in terms of the types of after-school tutoring, participation in the arts and health-related activities was beneficial to the development of children’s social skills, participation in arts and science ameliorated children’s problem behavior, but participation in arts, science, and health-related activities simultaneously posed a negative impact on children’s problem behavior; (3) in terms of the breadth of participation, children’s social skills were weakly strengthened if the participation breadth is greater, but this, however, did not reduce problem behavior; (4) parental involvement and individual factors were important in determining children’s social behavior. Based on the findings of this study, we suggest that parents should carefully consider the impact of after-school tutoring on preschool children’s social behavior and choose after-school tutoring appropriately.