Given that early childhood is a formative developmental period, this study addresses important knowledge gaps by systematically reviewing the current literature on the relationship between physical activity and dietary patterns with cognitive outcomes in early childhood (6 months to 5 years). For physical activity, twelve studies (5 cross-sectional, 3 longitudinal, and 4 experimental) were included. Eleven studies reported evidence suggesting that physical activity or gross motor skills are related to cognition or learning. Both acute bouts and longer term exposures showed benefit. For diet, eight studies were included consisting of secondary analyses from longitudinal cohort studies. A healthier dietary pattern was associated with better cognitive outcomes in all studies, although some of the reported associations were weak and the measures used varied across the studies. The review finds preliminary evidence that physical activity and healthy diets in early childhood are associated with better cognitive outcomes in young children. However, there is a need for more rigorous research in this area given the limited amount of literature and the variability in types and quality of measures used. As early learning has become an area of priority, research on children’s diet and activity behaviors should include cognitive and developmental outcomes.