Purpose: To compare the Tell-Show-Do Technique (TSD-T) with Hiding Dental-Needle Technique (HDN-T) based on children’s anxiety, pain, and behavior during first-time mandibular block anesthesia. Methods: A total of 52 children aged 3–5 years who had never received dental anesthesia and had at least one mandibular primary molar requiring extraction or pulpal therapy were included in the study. Children were randomly allocated into two groups: G1: TSD-T (n = 26) and G2: HDN-T (n = 26). This study included two sessions: intervention session (baseline) and control session (7 days after intervention). Facial Image Scale and Wong–Baker Pain Scale were used to evaluate anxiety and pain levels, respectively. Frankl Behavior Scale was used to assess children’s behavior. Results: Anxiety and pain levels were not statistically significant between G1 and G2 groups (p > 0.05). Similar results were observed for children’s behavior rating (p > 0.05). Higher pain level was associated with younger children (rate ratios (RR) = 0.41; p = 0.016) and negative behavior (RR = 1.11; p < 0.001). On the other hand, in within-groups comparisons, there was a statistical difference in anxiety levels between intervention session and control session (p = 0.032) in G2. Conclusions: Even though there are no differences in the efficacy of TSD-T compared to HDN-T during first-time mandibular block anesthesia in preschool children in terms of children’s anxiety, pain, and behavior, children from the HDN-T group can show reduced dental anxiety levels in the control sessions.