The International Study of Movement Behaviors in the Early Years (SUNRISE) was initiated in response to the 2019 WHO guidelines for physical activity, sedentary behavior, and sleep in children aged 0-5 years. This Swedish pilot study aimed to: (i) assess the proportion of preschoolers meeting the guidelines, (ii) evaluate the feasibility of the methods for the SUNRISE study, and (iii) assess how movement behaviors have been affected in preschoolers during the COVID-19 pandemic. Physical activity and sleep (waist-worn ActiGraph); screen time and movement behaviors (parental questionnaire); motor skills (Ages and Stages Questionnaire); and executive functions (3 iPad games) were assessed in 100 Swedish preschoolers (<i>n</i> = 58 boys). There were 19.4% of preschoolers (<i>n</i> = 14) who met the WHO guidelines. The motor skill and executive function assessments were feasible; however, 20% refused to wear the ActiGraph overnight. Additionally, during the pandemic Swedish children's physical activity, time spent outside on weekdays and weekend days, and screen time significantly increased (+53; +124; +68; +30min/day, respectively, all <i>p</i>-values ≤ 0.001). Methods for the SUNRISE study were feasible in a Swedish context; however, considerations to switch to a wrist-worn accelerometer should be made. Furthermore, children's physical activity increased during the pandemic, which is likely due to how the rules/restrictions were implemented in Sweden.