The WHO issued recommendations about the ideal amount of physical activity, sedentary behaviour and sleep in infants, toddlers and preschool children. To facilitate their interpretation and translation into public health policies, we analysed the quantity and quality of the evidence that supported the development of each WHO recommendation. All data for each exposure-outcome pair analysed in the studies informing WHO guidelines were extracted, and predefined criteria, based upon GRADE methodology, were used to classify each outcome and study result. Among the 237 studies that could be included, 37 were experimental and 200 were observational, yielding 920 analyses of exposure-outcome associations. Sixty-two analyses used a relevant outcome, with or without significant results. Five of the 10 WHO recommendations were based upon zero analyses with significant results on relevant health outcomes. The remaining recommendations were mostly based upon analyses evaluating obesity-related outcomes. Eight of the 10 GLs thresholds were not supported by any significant analysis on clinically relevant outcomes. While these findings should not be interpreted as an attempt to disprove the benefits of healthy lifestyle habits in early childhood, neither to minimize the work of the experts in this complex research field, very limited evidence currently supports the adoption of recommended thresholds as behavioural surveillance and public health interventions targets. Therefore, until further data are available, public health interventions should be developed balancing whether to focus on the achievement of specific targets that are still not supported by high-quality evidence or on the general promotion of healthy behaviours.