The purpose of this study was to design and validate a complex gait test (CGT) in preschool children and to examine the relationship between CGT performance and age, sex, and cognitive functioning. A total of 1,040 preschool children, aged 3 to 6 years, participated in this study. In all children, standardized dynamic balance test, and several cognitive functioning measures were used. The results indicate that the CGT has adequate reliability and validity. In the test-retest analysis (n = 90), the intraclass correlation coefficient was 0.901 (p < 0.001). A significant correlation between the initial test and retest (r = 0.821, p < 0.001) and between the CGT and dynamic balance test (r = -0.432, p < 0.001), Porteus Maze Test (PMT) (r = -0.416, p = 0.011), and Goodenough-Harris Drawing Test (GHDT) (r = -0.386, p < .001) was found. Boys showed a better performance than girls at 3-6 years old. The CGT showed excellent reliability and validity in preschool children and may serve as a potential biomarker in cognitive development.