Executive function (EF) training has shown promise for remedying general EF deficiencies faced by students with mathematics difficulty (MD) and for improving their performance. However, latest research also suggests that the instant and sustained effects of EF training remain inconsistent. In this study, 32 Chinese students with MD, age 7 to 10 years, were recruited and randomly divided into two groups: the training group (n = 16, 25 training sessions) and the control group (n = 16). Both groups took a pretest, a posttest, and a follow-up test (after 6 months) on EF, fluid intelligence, and mathematics skills. In the posttest, the training group's performance significantly improved in 2-back, number shifting, letter shifting, calculation fluency, and mathematics problem-solving tasks, but not in Stroop, Flanker, 1-back, numerical operations, and colored progressive matrices tasks. In the follow-up test after 6 months, the effects of training only on the 2-back and letter shifting tasks were sustained. The effect on the numerical operations task appeared; however, the effects on number shifting, calculation fluency, and mathematics problem-solving tasks disappeared. The results of this study show that EF training has instant effects of improving EF and mathematics skills of students with MD, and 6-month sustained effects on some of the improved skills. However, for fluid intelligence, the effects may be very limited.