OBJECTIVE: The study aimed to investigate the relationship between physical activity, gross motor skills and adiposity in South African children of pre-school age. DESIGN: Cross-sectional study. SETTING: High-income urban, and low-income urban and rural settings in South Africa. PARTICIPANTS: Children (3-6 years old, n 268) were recruited from urban high-income (n 46), urban low-income (n 91) and rural low-income (n 122) settings. Height and weight were measured to calculate the main outcome variables: BMI and BMI-for-age Z-score (BAZ). Height-for-age and weight-for-age Z-scores were also calculated. Actigraph GT3X+ accelerometers were used to objectively measure physical activity; the Test of Gross Motor Development (Version 2) was used to assess gross motor skills. RESULTS: More children were overweight/obese and had a higher BAZ from urban low-income settings compared with urban high-income settings and rural low-income settings. Being less physically active was associated with thinness, but not overweight/obesity. Time spent in physical activity at moderate and vigorous intensities was positively associated with BMI and BAZ. Gross motor proficiency was not associated with adiposity in this sample. CONCLUSIONS: The findings of this research highlight the need for obesity prevention particularly in urban low-income settings, as well as the need to take into consideration the complexity of the relationship between adiposity, physical activity and gross motor skills in South African pre-school children.