This study aimed to assess whether sex moderates the association of fundamental movement skills and health and behavioral outcomes. In 170 children (10.6 ± 0.3 years; 98 girls), path analysis was used to assess the associations of fundamental movement skills (Get Skilled, Get Active) with perceived sports competence (Children and Youth—Physical Self-Perception Profile), time spent in vigorous-intensity physical activity, sedentary time, and body mass index z score. For boys, object control skill competence had a direct association with perceived sports competence (β = 0.39; 95% confidence interval, CI [0.21, 0.57]) and an indirect association with sedentary time, through perceived sports competence (β = −0.19; 95% CI [−0.09, −0.32]). No significant association was observed between fundamental movement skills and perceived sports competence for girls, although locomotor skills were found to predict vigorous-intensity physical activity (β = 0.18; 95% CI [0.08, 0.27]). Perceived sports competence was associated with sedentary time, with this being stronger for boys (β = −0.48; 95% CI [−0.64, −0.31]) than girls (β = −0.29; 95% CI [−0.39, −0.19]). The study supports a holistic approach to health-related interventions and highlights a key association of perceived sports competence and the time children spend sedentary.