Albeit limited, some emerging work, using convenience-based samples, has demonstrated that greater motor skill development is associated with higher physical activity among preschool-aged children. The purpose of this study was to evaluate this topic using data from the 2012 National Youth Fitness Survey that included 329 preschool-aged children (3–5 years). Parents proxy-reported their child’s physical activity, with motor skill level assessed from the Test of Gross Motor Development—Second Edition (TGMD2). Motor skill levels (Gross Motor Quotient, locomotor or object control) were not associated with preschool free-living physical activity in any analytic model. Thus, in this large sample of preschoolers, contrary to research with older children, motor skill level was not associated with physical activity. Findings are discussed in terms of study limitations of (a) a reliance on parent report of children’s physical activity levels and (b) the possibility that physical activity data within the national survey were too limited in range to show possible associations to motor skill development with higher levels of free-living physical activity in preschoolers.