Purpose: To investigate the compliance rates of health-related behaviors among Chinese preschool children, and to explore how supportive family environment, parental behavior, sociodemographic and community factors affect children’s health-related behavior comprehensively. Method: Preschool children aged 3 to 6 years were chosen from 5760 villages (residential) committees from 471 counties (districts) of 31 provinces by use of a stratified random sampling procedure, with 10,967 preschool children aged 3–6 years old included. The survey was conducted from September 2020 to November 2020. Results: The proportion of Chinese preschool children who met the moderate to vigorous physical activity (MVPA), screen time behavior (ST), and sleep behavior (SLP) guidelines were 62.3%, 52.8%, and 53.8%. Among the supportive family environment factors, parents’ time with their children on weekends had the most significant impact on children’s MVPA, ST, and SLP, with the odds ratio (OR) values of 2.18 (95%CI:1.97, 2.40), 0.69 (0.63, 0.76), and 1.62 (1.48, 1.79), respectively. Among the parental behavior factors, the mother’s exercise frequency had a strong association with the children’s MVPA and SLP, with OR values of 1.65 (1.50, 1.83) and 1.24 (1.13, 1.37), respectively; the mother’s screen time was inversely associated with the children’s ST with an OR value of 0.47 (0.44, 0.51). Conclusions: Different types of family environments were associated with the different levels of MVPA, ST and SLP among Chinese preschool children. In addition to the influence of parents’ education and family income, parents could also improve their children’s behaviors by providing a supportive family environment. The more of these factors presented in a family, the more likely it was for children to meet the guidelines. Therefore, for those families whose children’s health-related behaviors needed to be improved, the parents should create supportive family environments, such as by playing less on mobile phone and spending more time with children.