Objectives: No studies have investigated gross motor skill (GMS) proficiency of preschool-aged children across different income settings in South Africa. Research from high-income countries suggests that children from low-income settings display poorer GMS proficiency compared to higher-income peers. This study aimed to (1) describe GMS proficiency of preschool-aged children in urban high-income (UH), urban low-income (UL) and rural low-income (RL) settings; and (2) explore differences in proficiency between income settings and sex. Design: Descriptive cross-sectional study. Methods: The Test of Gross Motor Development-Edition 2 (TGMD-2) was used to assess GMS. The TGMD-2 gross motor quotient, standardised scores and raw scores were used to describe proficiency. Results: GMS proficiency was assessed in n = 259 3–6-year-old children (n = 46 UH, n = 91 UL, n = 122 RL). Overall, 93% of the children were classified as having ‘average’ or better GMS. According to TGMD-2 standardised scores, the RL children performed significantly better than UH and UL children (p = 0.028 and p = 0.009, respectively). RL children were significantly more proficient than UH and UL children in the strike and horizontal jump when comparing raw scores. Overall, boys performed significantly better than girls in the strike, stationary dribble, kick and leap when comparing raw scores (all p < 0.001). Conclusions: This study reports high GMS proficiency in preschool-aged children across income settings in South Africa. The factors associated with higher GMS in low-income settings are not immediately obvious. Thus, future research should explore potential factors and identify opportunities to ensure that GMS proficiency is capitalised on as preschool-aged children enter formal schooling.