Objective: Given the high prevalence of suboptimal nutrition and low activity levels in children, we systematically reviewed the literature on the relationship between physical activity and dietary patterns and cognitive development in early childhood (six months to five years). Methods: In February 2016, we conducted two different searches of MEDLINE, PsycINFO, and ERIC. Each search included either physical activity (including gross motor skills) or diet terms, and neurocognitive development outcome terms. Included studies were in English, published since 2005, and of any study design in which the physical activity or diet measure occurred prior to age five. Results: 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. Conclusions: Physical activity and healthy diets in early childhood are associated with better cognitive outcomes in young children. The paucity of literature and the variability in the type and quality of measures used highlight the need for more rigorous research. Given that the early childhood years are critical for both obesity prevention and neurocognitive development, evidence that the same healthy behaviors could promote both should inform future interventions.