Objectives Preschoolers 3-5years of age are in a crucial stage of motor skill competence. While preschoolers develop their motor skill competence through engagement in physical activity, a majority of them fail to meet guideline-recommended physical activity level. This study reviews scientific evidence on the relationship between motor skill competence and physical activity among preschoolers. Methods This systematic review followed the PRISMA framework. Keyword and reference search were conducted in PubMed, Cochrane Library, PsycINFO, Web of Science, and Google Scholar. Inclusion criteria included-age: 3-5years of age; setting: preschool environment (e.g., preschool, childcare, head start); main outcomes: motor skill competence and physical activity; study design: cross-sectional study, case-control study, retrospective cohort study, prospective cohort study, or randomized controlled trial; language: English; and article type: peer-reviewed publication. Results Eleven studies met the inclusion criteria, including 6 randomized controlled trials and 5 cross-sectional studies. Studies were conducted in 5 countries: United States (5), United Kingdom (2), Australia (2), Switzerland (1), and Finland (1). Eight out of the 11 studies included in the review reported a significant relationship between motor skill competence and physical activity. The specific pattern and strength of the relationship tend to differ by gender, physical activity intensity, motor skill type, and day of the week (weekdays versus weekends). Conclusions An association has been consistently documented between motor skill competence and physical activity. Future research is warranted to elucidate the underlining causal link, examine potential heterogeneity, and determine the role of environment in the relationship between motor skill competence and physical activity among preschoolers.