Childhood overweight is a multifactorial health problem influenced by several factors. The interaction of behaviours such as physical activity, sedentary behaviour and eating behaviour determines whether or not a positive energy balance or weight gain is experienced. Knowing the correlates of these behaviours in 4- to 6-year-old children is of major interest for intervention development. According to the systematic literature search, attending a rural preschool was positively associated with physical activity. Gender, age and socioeconomic status were not associated with physical activity, while an indeterminate result was found for ethnicity. Gender and ethnicity were not associated with sedentary behaviour and indeterminate results were found for age and socioeconomic status. Preschoolers were more physically active as well as sedentary on weekdays. Watching television was associated with a higher consumption of snacks and sweet beverages. Strategies aiming to influence energy balance-related behaviours in preschoolers should target both boys and girls and all ethnic groups from low as well as high social status. During the week, there should be a focus on decreasing sedentary behaviour and in the weekend on increasing physical activity. Focusing on television viewing and the consumption of snacks and sweet beverages could/should also be a strategy.