Background and purpose The associations of fundamental motor skills (FMS), health-related physical fitness (e.g., cardiorespiratory fitness, CRF), and moderate-vigorous physical activity (MVPA) have been demonstrated in Western children, but these associations have not yet been validated in a sample of Chinese children. The aims of this study, therefore, were to examine the association between FMS subdomains and MVPA in a sample of Chinese children and to evaluate whether this association is mediated by CRF. Methods A cross-sectional study consisting of 311 children aged 8–12 years (49.2% girls; mean age = 9.9 years) from Shanghai was conducted. FMS, CRF and MVPA were assessed using the Test of Gross Motor Development-3rd Edition, Progressive Aerobic Cardiovascular Endurance Run and ActiGraph GT3X accelerometers. Preacher & Hayes’s bootstrap method was used to test the mediating effects of CRF on the association between FMS and MVPA. Results CRF fully mediated the association between total FMS and MVPA in girls (indirect effects, b = 0.21, 95% CI [0.07–0.37]), while the mediation was only partial in boys (indirect effects, b = 0.12, 95% CI [0.01–0.26]). CRF fully mediated the association between locomotor skills and MVPA in girls (indirect effects, b = 0.27, 95% CI [0.09– 0.51]), whereas CRF partially mediated the association between object control skills and MVPA in boys (indirect effects, b = 0.15, 95% CI [0.18–0.35]). Conclusion In order to better design and implement sex-specific interventions aiming to increase MVPA, it is essential to consider FMS subdomains and CRF alongside the sex differences in the association between them.