The purpose of the current study is to analyze the relationships between physical fitness, selective attention, and academic performance in pre-teens. The sample here consists of 135 participants between the ages of 10 and 12 (M = 11.05; SD = 0.61), with 39.26% female (n = 53) and 60.74% male (n = 82) participants. Horizontal and vertical jump distances, speed, and cardio-respiratory fitness were evaluated to assess physical fitness. The d2 Test of Attention was used to evaluate selective attention. In addition, data were obtained regarding participant academic performance by analyzing the academic performance. The results show significant relationships between the measures analyzed, highlighting positive associations between physical fitness, cognitive functioning, and academic performance. Thus, participants who were fitter scored better on tests of attention (Z133 = −4.07; p < 0.00007, Cohen’s d = 0.75, 95% CI (0.39, 1.11)) and concentration (t133 = −3.84; p < 0.0007, Cohen’s d = 0.69, 95% CI (0.33, 1.05)), as well as having higher academic performance (Z133 = −2.84; p < 0.0035, Cohen’s d = 0.39, 95% CI (0.04, 0.75)). Cardiorespiratory fitness was the measure of physical fitness that best explained these relationships. The results suggest that maintaining and improving the physical fitness of children and adolescents may help their brain function develop better.