Children who exhibit challenging behaviors, including low self-regulation, inattention, and lack of inhibitory control, may miss out on learning opportunities and could even face expulsion. Although physical activity supports academic achievement and self-regulatory skills in older children, the relationship among physical activity, sleep, screen time, aspects of self-regulation, and early academic achievement remain underspecified during early childhood. The present study examined the associations among meeting 24-hour movement behavior recommendations set by the World Health Organization (2019) and young children’s self-regulation and quantity estimation skills in a sample of 123 children (n = 65 female; 4.9 ± 0.7 years). Meeting screen time recommendations alone, meeting physical activity recommendations in combination with either sleep or screen time recommendations, meeting more recommendations overall, and being active more days weekly were associated with superior quantity estimation. Meeting more guidelines and accruing more moderate-to-vigorous physical activity daily related to better self-regulation. Moreover, self-regulation partially mediated the relationship between physical activity and quantity estimation. Our findings identify benefits for adopting specific physical activity guidelines for children (e.g., physical activity, screen time, and sleep duration) and perhaps integrating these into early learning standards for schools so both families and schools can support children’s capacity to meet 24-hr movement guidelines and thus support cognitive health. An active lifestyle in early childhood may support young children’s self-regulation and early educational outcomes, with physical activity promotion efforts during early childhood serving as a viable means to address growing expulsion rates in preschool-aged children.