Background: Movement behaviors (physical activity, sedentary time, and sleep) established in early childhood track into adulthood and interact to influence health outcomes. This study examined the associations between neighborhood characteristics and weather with movement behaviors in preschoolers. Methods: A subset of Canadian Healthy Infant Longitudinal Development birth cohort (n = 385, 50.6% boys) with valid movement behaviors data were enrolled at age 3 years and followed through to age 5 years. Objective measures of neighborhood characteristics were derived by ArcGIS software, and weather variables were derived from the Government of Canada weather website. Random forest and linear mixed models were used to examine predictors of movement behaviors. Cross-sectional analyses were stratified by age and season (winter and nonwinter). Results: Neighborhood safety, temperature, green space, and roads were important neighborhood characteristics for movement behaviors in 3- and 5-year-olds. An increase in temperature was associated with greater light physical activity longitudinally from age 3 to 5 years and also in the winter at age 5 years in stratified analysis. A higher percentage of expressways was associated with less nonwinter moderate to vigorous physical activity at age 3 years. Conclusions: Future initiatives to promote healthy movement behaviors in the early years should consider age differences, neighborhood characteristics, and season.