This study aimed to discover the effect of physical education on the emotional and mental development of pre-schoolers. The study involved 355 pre-schoolers (162 males and 158 females) aged 4 (N = 215) and 5 (N = 150) years (mean age = 4.36, SD = 0.76) who attend public preschool institutions in Moscow, Russia. All respondents were divided into two groups. In the experimental group, physical activities were held every day, whereas the control, had only two sessions per week. To analyze the relationship between sports and understanding of emotions by children, Pearson's correlation analysis was used. The experimental group's result was 14% higher than that of the control. The examination also unveiled a strong correlation between regular exercises and positive mental health of examined children. Physical education has a positive effect on the emotional and mental development of pre-schoolers. It would be beneficial if these research results would be considered while establishing modern approaches to the development of the theoretical and methodological basis of physical education as a separate subject in preschool institutions.