Background: As cardio-metabolic risk tracks from childhood to adulthood, a better understanding of the relationship between movement behaviors (physical activity [PA], sedentary time and sleep) and cardio-metabolic risk in childhood may aid to prevent metabolic syndrome in adulthood. Aim: To examine prospective associations between movement behaviors and markers of the metabolic syndrome (MetS) in 8–11 year old Danish children. Methods: Moderate-to-vigorous PA (MVPA; >2296 counts/min), sedentary time (<100 counts/min) and sleep duration were measured for one week using an accelerometer (ActiGraph GT3X/GT3X+). The continuous MetS-score was based on z-scores of waist circumference, mean arterial blood pressure, HOMA-IR, triglycerides and HDL-cholesterol. Fat mass index (fat mass/height2) was measured by DEXA. All measurements were taken at two time points separated by 200 days and used as changes over time (n = 632). Results: At baseline, 13% were overweight/obese, 73% accumulated <60 min of MVPA/day and 55% reported sleep duration to be <10 hours/night. After mutual adjustments of movement behaviors, MVPA [β = −0.12 per 10-min; 95% CI (−0.22;−0.01)] and sleep duration [β = −0.46 per 1-hour; 95% CI (−0.87;−0.04)], but not sedentary time, were prospectively associated with the MetS-score (P ≤ 0.03). Adjusting for fat mass index while removing waist circumference from the MetS-score rendered the associations no longer statistically significant (P ≥ 0.17). Conclusions: Independent of the other movement behaviors, low MVPA and short sleep duration were associated with an increased cardio-metabolic risk profile over a 200-day follow-up period. However, our findings suggest that the associations may partly be explained by increased adiposity. The study is part of the OPUS project ‘Optimal well-being, development and health for Danish children through a healthy New Nordic Diet’. Supported by a grant from the Nordea Foundation.