Aims and objectives/purpose/research questions: The bilingual advantage in executive function (EF) has recently been explored with functional near-infrared spectroscopy (fNIRS) technology, but the results are still controversial because of the limited statistical analysis. This study aims to fill the gap by replicating the existing studies and advancing the statistical analysis. Design/methodology/approach: Altogether, 35 preschoolers (aged between 4.1 and 6.3 years, M age = 5.0 years, SD = 0.59) completed the Peabody Picture Vocabulary Test—Fourth Edition (PPVT-4) and the Dimensional Change Card Sort (DCCS) task. Their behavioral performance and the associated brain activities during the three sessions of the DCCS task were measured using fNIRS. In addition, they were classified into either Bilingual or Monolingual groups based on the PPVT scores. Data and analysis: t-tests and quadratic regression analyses were conducted to examine whether children’s performance in the DCCS was related to their bilingualism and whether the changes in oxygenated hemoglobin (HbO) in the prefrontal regions were related to their bilingualism and performance in the DCCS. Findings/conclusions: The behavioral data analysis indicated no significant differences between the monolinguals and bilinguals. However, the fNIRS evidence indicated that (1) the monolinguals had to recruit 15 channels to complete the cognitive shifting of DCCS tasks, whereas the bilinguals only employed 11; (2) the bilinguals had significantly more brain activation with fewer channels in BA 44 than the monolinguals, demonstrating more effective executive function. Originality: This study has advanced the statistical analysis of the HbO changes for the cognitive shifting in the DCCS by confirming the nonlinear U-shape by quadratic regression a better fit than the linear V-shape by GLM. Significance/implications: This finding implies that early bilingual experience has equipped young children with more effective executive function.