Research suggests that integrating human movement into a cognitive learning task can be effective for learning due to its cognitive and physiological effects. In this study, the learning effects of enacting words through whole-body movements (i.e., physical exercise) and part-body movements (i.e., gestures) were investigated in a foreign language vocabulary task. Participants were 111 preschool children of 15 childcare centers, who were randomly assigned to one of four conditions. Participants had to learn 14 Italian words in a 4-week teaching program. They were tested on their memory for the words during, directly after, and 6 weeks after the program. In the integrated physical exercise condition, children enacted the actions indicated by the words to be learned in physical exercises. In the non-integrated physical exercise condition children performed physical exercises at the same intensity, but unrelated to the learning task. In the gesturing condition, children enacted the actions indicated by the words to be learned by gesturing while remaining seated. In the conventional condition, children verbally repeated the words while remaining seated. Results confirmed the main hypothesis, indicating that children in the integrated physical exercise condition achieved the highest learning outcomes. Implications of integrated physical exercise programs for preschool children’s cognition and health are discussed.