Physical activity, sedentary behavior, and sleep guidelines for preschool children were already established and integrated into the 24 h movement behavior guidelines in 2017. The aim of the current study was to investigate correlates of meeting or not meeting the physical activity, sedentary behavior, and sleep guidelines in Belgian preschool children. In total, 595 preschool children (53.3% boys, 46.7% girls, mean age: 4.2 years) provided complete data for the three behaviors and potentially associated correlates. Physical activity was objectively measured with accelerometers. Screen time, sleep duration, and correlates were reported by parents with the use of a questionnaire. Backward logistic regression was used to identify factors associated with meeting all guidelines for weekdays and weekend days. In the final model, older preschoolers (OR = 1.89), having a normal weight compared to being underweight (OR = 0.30), having parents that do not watch a lot of television (OR = 0.99), and having a father that attained higher education (OR = 1.91) were associated with meeting all guidelines on weekdays. For weekend days, a significant association was found for attending a sports club (OR = 1.08). Overall, only a few factors were associated with meeting the guidelines. A more comprehensive measurement of preschool children’s potential correlates of physical activity, sedentary behavior, and sleep is warranted.