Acquiring fundamental movement skills (FMS) in early childhood is linked to long-term engagement in physical activity, promoting lifelong health. Concurrently, the development of self-regulation contributes to fostering socially responsible and empathetic individuals. This study aims to contribute to the sustainable development goals of Good Health and Well-being (Goal 3) and Quality Education (Goal 4) by promoting early education practices that enhance children’s physical and socio-emotional development. This quasi-experimental study, employing a pre/post-test control design, examined the influence of different kindergarten physical education programs on FMS and self-regulation. Participants from a sports-themed kindergarten, ordinary public kindergarten, and non-profit private kindergarten were equally divided into three groups. The “Hello Sunshine” (HS) group followed a ball game-based program; the ordinary physical education (OPE) group’s curriculum had multi-themed physical activities; and the free-play (FP) group as a comparison group (free play) spent their activity time freely playing. Data from a total of 239 children were analyzed, all of whom received identical assessments of fundamental movement skills and self-regulation by the Test of Gross Motor Development-3 (TGMD-3) and the head–toes–knees–shoulders (HTKS) test at baseline and after 10 weeks of the PE curriculum. There was a significant effect of grouping on TGMD-3 composite scores after controlling for the pre-test score (F(2, 235) = 65.232, p < 0.001, Partial η2 = 0.357). The composite score of the HS group was clearly higher than that of the OPE (95% CI:10.72~16.45) and FP (95% CI: 4.16~9.98) groups. A significant group time effect was observed for self-regulation (F(2, 236) = 4.588, p = 0.011, Partial η2 = 0.037). After 10 weeks, the HS group displayed a more significant increase in self-regulation (14.8%) than that in the OPE (9.7%) and FP (14.6%) groups. The ball game-based program exhibited more advantages in promoting fundamental movement skills and self-regulation among the kindergarteners. Overall, this study’s findings highlight the potential benefits of kindergarten physical education programs and underscore the importance of early childhood development, emphasizing its potential to contribute to holistic child development and align with sustainability goals.