The wide and diverse benefits of improving fitness levels in general and, more specifically, in relation to cognition, are becoming increasingly well known, although in relation to intelligence, more evidence is needed, especially if the focus is on younger ages. Thus, the aim of this research was to test the relationship between the different constituent components of health-oriented physical fitness (HFP), such as body composition, musculoskeletal capacity, motor capacity and cardiorespiratory capacity, and the intelligence of pupils in the infant education stage. The sample consisted of 25 participants (13 boys and 12 girls) aged between 5 and 6 years, and who were therefore included in a group-class of the third year of the second cycle of Infant Education. To carry out the evaluation, two assessment instruments were used; on the one hand, the PREFIT battery to measure the different components of the HFP and, on the other, the Goodenough test, which was used to measure intelligence in terms of intelligence quotient (IQ). The results showed a significant correlation between intelligence and cardiorespiratory capacity, as well as musculoskeletal capacity (from the standing long jump test) and their respective percentiles. In addition, participants in the high intelligence group performed better on all components of the HFP than the rest. Consistent with previous studies, it can be seen that higher levels of HFP are positively and significantly associated with intelligence in preschool children. This is why it is important to highlight the relevance of promoting the regular practice of physical activity aimed at the development of HFP from a very early age, especially in the educational context of school Physical Education.