A common factor related to both substance use and obesity is neuropsychological function. Executive cognitive function (ECF) is an overarching construct that represents individual neurocognitive skills involved in self-regulated, problem-solving, and goal-directed health behavior. The current study investigates cross-sectional associations among ECF and substance use, food intake, physical activity, and sedentary behavior in fourth grade children. Participants included 1,587, fourth grade children assessed at baseline of a school-based obesity prevention program entitled Pathways to Health. General linear models demonstrated that after covarying for other important factors, ECF proficiency was negatively associated with substance use, high-calorie snack food intake, and sedentary behavior. ECF proficiency was positively associated with fruit and vegetable intake as well as physical activity during out-of-school time. Results demonstrate that ECF can vary with respect to its relationship with multiple health behaviors, even within health outcomes (i.e., obesity). One implication is the potential of study findings to be translated into public health or clinical interventions that promote ECF as a correlate of both substance use and obesity-related behaviors.