Physical exercise comprises all movements, motions and activities which people consciously deploy and use in order to develop their characteristics and abilities. Each physical exercise and each single sport activate the whole locomotor system, which is crucial for the transformation of the energy indispensable for the activity of all cells in the body. This is the reason why physical exercise is considered a baseline for the harmonious development of all characteristics and anthropological characteristics of a child. Preschool children ought to participate in at least 60 minutes of physical exercises on a daily basis. The physical activity of preschool children should be aimed at the improvement of movement skills, which are a basis for the development of more complex movements. Children should be provided the possibility of both outdoor and indoor activities where all the safety requirements for large muscle development activities are met. People responsible for the well-being of preschool children need to be fully aware of the importance of physical activity, and therefore make possible for children to develop their movement skills. Healthy, agile, quick and skilful children can withstand life problems and difficulties more easily and they also find it much easier to fulfil their school and social obligations.