The purpose of this study was to evaluate the relationship between sports experience (i.e., tennis experience) and executive function in children while controlling for physical activity and physical fitness. Sixty‐eight participants (6–12 years old, 34 males and 34 females) were enrolled in regular tennis lessons (mean = 2.4 years, range = 0.1–7.3 years) prior to the study. Executive functions, including inhibitory control (the Stroop Color‐Word Test), working memory (the 2‐back Task), and cognitive flexibility (the Local–global Task) were evaluated. Participants’ levels of daily physical activity, ranging from moderate to vigorous, were evaluated using triaxial accelerometers. The total score for physical fitness was assessed using the Tennis Field Test. Hierarchical multiple regression analyses revealed interaction effects between gender and tennis experience on participants’ reaction time (RT) on the switch cost of the Local–global Task after controlling for age, BMI, gender, physical activity, physical fitness, and tennis experience. Longer tennis experience was associated with shorter switch cost in males but not in females. Higher scores on physical fitness were positively associated with lower interference scores on the Stroop Color‐Word Test, RT on the 2‐back Task, and RT in the switching condition of the Local–global Task, after controlling for age, BMI, gender, and physical activity. In conclusion, all three foundational components of executive function (i.e., inhibitory control, working memory, and cognitive flexibility) were more strongly related to physical fitness than to physical activity in males and females, whereas greater cognitive flexibility was related to tennis experience only in the males. This study examined the relationship between physical activity, physical fitness, sports experience (i.e., tennis), and executive function in children. The results demonstrated that all three foundational components of executive function (i.e., inhibitory control, working memory, and cognitive flexibility) were more strongly related to physical fitness than to physical activity in males and females. Additionally, greater cognitive flexibility was related to tennis experience in males after controlling for physical activity and physical fitness. Physical activity requiring cognitive engagement, such as tennis, might have beneficial effects on cognitive development.