The aim of this study was to investigate the associations of health related behaviours (HRB) with Body Mass Index (BMI) in preschoolers, and to study the likelihood of being overweight/obese in relation to compliance with recommended HRB. The sample consisted of 3301 normal weight and overweight/obese preschoolers (mean age: 4.7 years; 52% boys, 85% normal weight) from six European countries (Belgium, Bulgaria, Germany, Greece, Poland, Spain). Height and weight were measured, total daily step counts were registered during six days, and HRB were assessed with validated parental surveys in 2012. Multiple linear and logistic regression analyses were performed. Only few HRB were significantly associated with BMI. In boys, higher water intake and higher soft drink and higher fruit consumption were significantly associated with higher BMI. Boys drinking less water than recommended were less likely to be overweight/obese (OR = 0.60), while boys who consume soft drinks were more likely to be overweight/obese (OR = 1.52). In girls, higher water intake, higher vegetable consumption, and more TV time on weekend days were significantly associated with higher BMI. Girls eating less vegetables than recommended were less likely to be overweight/obese (OR = 0.62), and girls who engaged in quiet play for more than 90 minutes on weekend days were more likely to be overweight/obese (OR = 1.64). In general, the associations between HRB and BMI or being overweight/obese were limited and mainly related to dietary intake. Awareness campaigns for caregivers should stress that HRB of young children are important and independent of children's weight status.