The present study aimed to characterize children at risk of attention-deficit/hyperactivity disorder (ADHD) during preschool age and provide early intervention. The continuous performance test (CPT) and electroencephalography (EEG) can contribute additional valuable information to facilitate diagnosis. This study measured brain dynamics at slow and fast task rates in the CPT using a wireless wearable EEG and identified correlations between the EEG and CPT data in preschool children with ADHD. Forty-nine preschool children participated in this study, of which 29 were diagnosed with ADHD and 20 exhibited typical development (TD). The Conners Kiddie Continuous Performance Test (K-CPT) and wireless wearable EEG recordings were employed simultaneously. Significant differences were observed between the groups with ADHD and TD in task-related EEG spectral powers (central as well as parietal delta, P <0.01), which were distinct only in the slow-rate task condition. A shift from resting to the CPT task condition induced overall alpha powers decrease in the ADHD group. In the task condition, the delta powers were positively correlated with the CPT perseveration scores, whereas the alpha powers were negatively correlated with specific CPT scores mainly on perseveration and detectability (P < 0.05). These results, which complement the findings of other sparse studies that have investigated within-task-related brain dynamics, particularly in preschool children, can assist specialists working in early intervention to plan training and educational programs for preschoolers with ADHD.