From an ecological perspective that understands health behaviours to be the result of interactions between personal, psychosocial and environmental factors, different authors have described patterns and correlations between physical activity (PA) and sedentary behaviours (SB) in physical education (PE). However, to our knowledge there have been no systematic evaluations of the PA levels and patterns during structured movement sessions in preschool children in Spain. Therefore, the aims of this study were: (a) to identify the individual, social and environmental factors that influence PA levels and patterns during structured movement sessions; (b) to assess PA and SB levels during these sessions in a preschool population in our country; and (c) to validate the use of the System for Observing Fitness Instruction Time (SOFIT) in Spanish preschoolers to assess PA and SB levels, using accelerometry as the reference method. Our major findings were that: (a) young children were physically active for more than 60% of the structured movement sessions; (b) boys were significantly more active than girls; (c) the lesson context of free play was associated with low levels of SB; (d) solitary and borderline interaction patterns during structured movement sessions significantly increased moderate- to vigorous-intensity PA; (e) social interaction was generally between the same gender; and (f) teachers spent most of the time observing. This study also provides an argument for reconsidering the responsibilities of early childhood education institutions and practitioners in developing structured PA opportunities in the framework of free exploration and communication.