Background: Although 24-hour movement behaviors are known to be interconnected, limited knowledge exists about whether change in one behavior during the COVID-19 pandemic (eg, increased screen time) was associated with change in another (eg, reduced physical activity or sleep). This review estimates mediational associations between changes in children’s physical activity, screen time, and sleep during the COVID-19 pandemic. Methods: We included studies published between January 1, 2020 and June 27, 2022, in the PubMed/MEDLINE, Embase, PsycINFO, SPORTDiscus, and Web of Science databases. Summary data were extracted from included studies and analyzed with random-effects meta-regression. Results: This review included 26 studies representing 18,959 children across 18 mid-high-income countries (53% male; mean age, 11.5 [2.9] y). There was very good evidence of decreased total daily physical activity (factor change, 0.62; 90% CI, 0.47–0.81) and strong evidence of increased screen time (1.56; 90% CI, 1.38–1.77). There was very good evidence of decreased moderate to vigorous physical activity (0.75; 90% CI, 0.62–0.90) and weak evidence of increased sleep (1.02; 90% CI, 1.00–1.04). Mediational analysis revealed strong evidence that most of the reduction in total daily physical activity from before, to during, the pandemic was associated with increased screen time (0.53; 90% CI, 0.42–0.67). We observed no further mediational associations. Conclusion: Increased reliance on and use of screen-based devices during the COVID-19 pandemic can be linked with reduced child and adolescent physical activity. This finding links COVID-related restrictions to potential displacement effects within child and adolescent 24-hour movement behavior.