Aim. To examine the association between objectively measured physical activity (PA) and body mass index (BMI) in preschool children. Methods. The study comprised 281 children (55.9% boys) aged from 4 to 6 years. PA was measured by accelerometer. Children were categorized as non-overweight (NOW) and overweight/obese (OW) according to the sex-adjusted BMI z-score (<1 and >/=1, resp.). Results. Total and moderate intensity PA were not associated with BMI. We observed that a higher proportion of OW children were classified as low-vigorous PA compared to their NOW peers (43.9 versus 32.1%, resp., P > .05). Logistic regression analysis showed that children with low-vigorous PA had higher odds ratio (OR) to be classified as OW compared to those with high-vigorous PA (OR = 4.4; 95% CI: 1.4-13.4; P = .008) after adjusting for BMI at first and second years of life and other potential confounders. Conclusion. The data suggests that vigorous PA may play a key role in the obesity development already at pre-school age.