Diffusion magnetic resonance imaging (dMRI) provides indirect measures of white matter microstructure that can be used to make inferences about structural connectivity within the brain. Over the last decade, a growing literature of cross-sectional and longitudinal studies have documented relationships between dMRI indices and cognitive development. In this review, we provide a brief overview of dMRI methods and how they can be used to study white matter and connectivity and review the extant literature examining the links between dMRI indices and executive functions during development. We explore the links between white matter microstructure and specific executive functions: inhibition, working memory and cognitive shifting, as well as performance on complex executive function tasks. Concordance in findings across studies are highlighted, and potential explanations for discrepancies between results, together with challenges with using dMRI in child and adolescent populations, are discussed. Finally, we explore future directions that are necessary to better understand the links between child and adolescent development of structural connectivity of the brain and executive functions.