A daily balance of physical activities, sedentary behaviors and sleep are important for maintaining the health of young children. The aim of this study is to explore the association between 24-h movement behavior of Malaysian children aged 4 to 6 years with weight status. A total of 230 preschoolers were recruited from 22 kindergartens in Kuala Lumpur. Physical activity was assessed by Actical accelerometer while screen time and sleep duration were proxy-reported by parents. Children spent on average 5.5 ± 1.3 h on total physical activity (including 1.0 ± 0.4 h of moderate- vigorous physical activity), 3.0 ± 1.6 h on screen activities and 9.5 ± 1.3 h sleeping daily. The proportion of children who complied with physical activity and sleep guidelines were 48.7% and 55.2%, respectively. About 25.2% of children met screen time recommendation. Only 6.5% of children met all three age-specific physical activity, screen time and sleep guidelines. Children who met any two guidelines were less likely to be overweight or obesity compared to those who did not meet any of the guidelines (OR: 0.276; 95% CI: 0.080-0.950). In conclusion, Malaysian preschoolers have low compliance to movement behavior guidelines, especially in meeting screen time recommendations. Compliance to movement behavior guidelines was associated with lower odds of overweight and obesity.