Background: We aimed to assess how lifestyle factors such as diet, sleep, screen viewing, and physical activity, individually, as well as in a combined score, were associated with neuropsychological development in pre-school age children. Methods: We conducted a cross-sectional study in 1650 children of 4 years of age, from the Environment and Childhood Project (INMA) population-based birth cohorts in four regions of Spain. Children were classified per a childhood healthy lifestyle score (CHLS) with a range of 0 to 4 that included eating in concordance with the Mediterranean diet (1 point); reaching recommended sleep time (1 point); watching a maximum recommended screen time (1 point); and being physically active (1 point). The McCarthy Scales of Children’s Abilities (MSCA) were used to test neuropsychological development. Multi-adjusted linear regression models were created to assess the association with the lifestyle factors individually and as a combined score. Results: CHLS was not associated with MSCA general cognitive score (1-point increment = −0.5, 95% CI: −1.2, 0.2). Analyzed by separate lifestyle factors, physical activity had a significant negative association with MSCA score and less TV/screen time had a negative association with MSCA score. Conclusion: In this cross-sectional study, a combined score of lifestyle factors is not related to neuropsychological development at pre-school age.