The purpose of this study was to determine what types of play ensure stable progress in executive functions in preschoolers. Experimental design included six study groups according to the type of play: role play (Free Play group, Adult-Directed Play group, Child-Directed Play group), play with rules, digital play, and control group. All groups were equalized based on the initial level of executive functions. One hundred and thirty-six senior preschoolers aged five to seven years attended 14 play sessions, 20–30 min each. The post-tests on executive functions were conducted immediately after the end of training and 4 months later. The results have shown a sustainable positive effect on the executive functions development for role play and play with rules, while digital play have shown a lasting result only for inhibition. In addition, long-term effects of role play and digital play were significantly higher than in control group. These data point to the developmental potential of role play and play with rules in working with preschoolers.