The aim of this study was to examine the associations between objectively measured moderate-to-vigorous physical activity (MVPA) and central body fat (CBF) indicators by anthropometry and dual energy X-ray absorptiometry (DXA) in young children. This study comprised 110 children aged 3-8 years. The associations between MVPA and CBF measures by anthropometry (waist circumference, waist-to-height ratio, skinfold thicknesses [subscapular, suprailiac, trunk-to-extremity and trunk-to-total skinfold ratios] and total trunk-to-waist circumference), DXA (trunk fat) and a combination of both (total trunk skinfolds-to-trunk fat by DXA) were examined by linear regression. Levels of MVPA showed a significant inverse association with 8 of 9 indicators of CBF after controlling for age, gender and height, and fat-free mass. When total fat mass measured by DXA was included into the model, levels of MVPA remained significantly associated with 6 of 9 indicators of CBF. The results highlight the plausible role of MVPA on CBF in young children but longitudinal studies are necessary.