Executive function (EF) includes a set of higher-order abilities that control one's actions and thoughts consciously and has a protracted developmental trajectory that parallels the maturation of the frontal lobes, which develop speedily over the preschool period. To fully understand the development of EF in preschoolers, this study examined the relationship among the three domains of executive function (cognitive shifting, inhibitory control, and working memory) to test the applicability of the unity-diversity model in preschoolers using both behavioral and fNIRS approaches. Altogether, 58 Chinese preschoolers (34 boys, 24 girls, M age = 5.86 years, SD = 0.53, age range = 4.83-6.67 years) were administered the Dimensional Card Change Sort (DCCS), go/no-go, and missing scan task. Their brain activations in the prefrontal cortex during the tasks were examined using fNIRS. First, the behavioral results indicated that the missing scan task scores (working memory) correlated with the DCCS (cognitive shifting) and go/no-go tasks (inhibitory control). However, the latter two did not correlate with each other. Second, the fNIRS results demonstrated that the prefrontal activations during the working memory task correlated with those in the same regions during the cognitive shifting and inhibitory control tasks. However, the latter two still did not correlate. The behavioral and neuroimaging evidence jointly indicates that the unity-diversity model of EF does apply to Chinese preschoolers.