ABSTRACT This study aimed to determine whether the exercise-induced cognitive benefits persist after the interventions end and whether the persistence of cognitive gains following the intervention depends on the post-intervention exercise behaviour. Overweight children aged 10–12 years were enrolled in a 16-week afterschool program. During the first 10 weeks, children were randomised to receive the cognitively engaging movement games (CEMG) (N = 27) or the sedentary control (N = 27) interventions. During the subsequent 6-week post-intervention period, children self-selected either CEMG or sedentary activities daily. Perceptual discrimination performance, fitness, and body fat were measured before, immediately after, and 6-week after the intervention. Immediately after the intervention, the CEMG group improved aerobic capacity, muscular endurance, muscle power, body fat, and perceptual discrimination performance compared with the control group, and most of these benefits persisted after 6 weeks following the cessation of intervention. During the 6-week post-intervention period where CEMG and sedentary activities were both available, the CEMG group chose to engage in CEMG more frequently and with higher intensity on those days than the control group. The post-intervention exercise behaviours were positively related to the persistence of cognitive gains, and these associations were mediated through decreased body fat. Collectively, the 10-week CEMG intervention has positive effects not only on physical and cognitive outcomes, but also post-intervention self-selected exercise behaviours that may help maintain intervention-induced cognitive gains in overweight children. Future research controlling for factors impacting children’s behavioural choice and determining the differential effects of CEMG versus traditional exercise regimen is needed. Trial registration: Thai Clinical Trials Registry identifier: TCTR20220913006.