The aims of this study were (1) to document differences in physical activity (both total and moderate-to-vigorous physical activity) between the sexes on weekdays and weekend days in preschoolers, and (2) to assess compliance with recommendations for total physical activity (National Association for Sport and Physical Education guidelines) and moderate-to-vigorous physical activity on weekdays and weekend days in the same children. The sample comprised 245 preschoolers (105 girls, 140 boys) aged 3.5-6.0 years old. Physical activity was assessed using an Actigraph accelerometer. Data were analysed with specific software and activity was measured as counts per minute. An independent t-test and general linear model with repeated-measures were used to assess differences between the sexes and differences between days (weekdays and weekend days) within each sex, respectively. A chi-square test was used to determine differences between the sexes in the proportion of children complying with physical activity guidelines. In both sexes, sedentary behaviour accounted for the majority of the time on weekdays and weekend days (weekdays: 83%; weekend days: 83.9%). Boys engaged in significantly more (P < 0.05) total physical activity and moderate-to-vigorous physical activity than girls (weekdays: boys 155.4 min vs. girls 128.22 min; weekend days: boys 111.2 min vs. girls 90.5 min). On average, preschool children engaged in significantly more (P < 0.05) total physical activity and moderate-to-vigorous physical activity on weekdays than weekend days. Altogether, 74.3% and 93.5% of the children met the National Association for Sport and Physical Education guidelines and moderate-to-vigorous physical activity recommendations respectively on weekdays, whereas compliance with both recommendations was substantially less in both sexes on weekend days. The results of this study suggest that despite 83% of time during the day being spent in sedentary behaviour, most preschool children met the daily physical activity and moderate-to-vigorous physical activity recommendations on weekdays. Future research should consider the two constructs of physical activity and sedentary behaviour independently, as they might not necessarily counteract each other.