The aim of this study was to analyse the effects of a physical activity program, eight-week and based on small sided games, on some variables associated to executive function construct. The participants in the study were 54 adolescents, who were physically inactive, from the city of Priego (Córdoba, Spain), whose age ranged between 15 and 16 years old (<em>M</em>=15.35; <em>SD=</em> .48). The study was based on a quasi-experimental pre-post design with two randomized groups, control and experimental. The instruments used to evaluate the cognitive skills were Digits and Letters and Numbers tests of the Wechsler Intelligence Scale for Children (WISC-IV), the Trail Making Test (A and B) and the Stroop Test. It was realized an analysis of the mixed variance 2x2 to determine the effects of the treatment. Results showed positive effects of the physical activity program in subtest of WISC-IV and Trail Making Test B, although the effect size was weak. It is proposed to increase the time of intervention and apply different treatments to observe the impact of type of activity for future research