Background: This article summarizes the approach taken to develop UK Chief Medical Officers’ physical activity guidelines for the Under 5s, 2019. Methods: The Grading of Recommendations Assessment, Development and Evaluation (GRADE)-Adaptation, Adoption, De Novo Development (ADOLOPMENT) approach was used, based on the guidelines from Canada and Australia, with evidence updated to February 2018. Recommendations were based on the associations between (1) time spent in sleep, sedentary time, physical activity, and 10 health outcomes and (2) time spent in physical activity and sedentary behavior on sleep outcomes (duration and latency). Results: For many outcomes, more time spent in physical activity and sleep (up to a point) was beneficial, as was less time spent in sedentary behavior. The authors present, for the first time, evidence in GRADE format on behavior type–outcome associations for infants, toddlers, and preschoolers. Stakeholders supported all recommendations, but recommendations on sleep and screen time were not accepted by the Chief Medical Officers; UK guidelines will refer only to physical activity. Conclusions: This is the first European use of GRADE-ADOLOPMENT to develop physical activity guidelines. The process is robust, rapid, and inexpensive, but the UK experience illustrates a number of challenges that should help development of physical activity guidelines in future.