The 24-h day—containing physical activity, sedentary behaviour and sleep—in pre-school children has not yet been extensively investigated. The aim of the current study was to investigate pre-schoolers’ compliance with the 24-h movement behaviour guidelines (i.e., three hours/day total physical activity, a maximum of one hour/day of screen time and 10–13 h sleep/night). In total, 595 pre-schoolers (53.3% boys, mean age: 4.2 years) provided complete data for the three behaviours. Physical activity was objectively measured with accelerometers, while screen time and sleep were parent-reported through questionnaires. The proportion of pre-schoolers complying with the 24-h movement behaviour guidelines was calculated on weekdays and on weekend days. Low compliance rates were found: 10.1% on weekdays and only 4.3% on weekend days. The majority of pre-schoolers complied with the sleep duration guidelines (>90% on weekdays and weekend days), followed by the screen time guidelines (61% on weekdays and 28% on weekend days). The lowest compliance rates were found for physical activity (<20% on weekdays and weekend days). Overall, low percentages of pre-schoolers complying with the 24-h movement behaviour guidelines were found, and the lowest compliance was found for physical activity.