Research Findings: The present study examines connections among participation in open- and closed-skilled sports; the metabolic intensity of each sport; and executive function (EF), literacy, and math achievement in a sample of 3rd-grade children. Utilizing data from the National Institute of Child Health and Human Development Study of Early Child Care and Youth Development, we categorized 15 youth sports (e.g., soccer, tennis, swimming, running track) as open or closed skilled and assigned them a metabolic intensity value. Results showed that the connection between sport intensity and EF was curvilinear, with a positive association between EF and sport intensity below 25 metabolic equivalents (METs) and a negative association with METs above 25. For math, results differed for the number of open-skilled sports and the intensity of a sport, with higher intensity associated with lower math scores and playing more open-skilled sports associated with higher math scores. Literacy skills were not significantly related to sport participation. Practice or Policy: The preschool years may offer a promising opportunity to encourage participation in both complex and intense physical activity. These findings highlight domain-specific connections among sports and EF and math achievement and offer insight into connections among sport intensity (METs), the type of sports children play, and cognitive development.