Background: Behaviour problems and obesity are related but research findings have been inconclusive regarding the direction of effects. Objectives: This study examined the cross-lagged associations between behaviour problems, body mass index (BMI) and obesity in preschoolers, and whether sex modified these associations. Methods: Repeated measures of teacher-reported externalizing (EXT) and internalizing behaviour problems (clinically significant T scores were >90th percentile), BMI z-scores (BMI-Z) and obesity status (BMI ≥95th for age and sex) were assessed in the fall (T1) and spring (T2) of the school year in Head Start preschoolers (N = 423). Associations were examined with cross-lagged modelling. Results: Prospective paths from T1 clinically significant EXT to both T2 BMI-Z (β = .05) and obesity (β = .18) were significant. There was no evidence that T1 BMI-Z or obesity preceded T2 behaviour problems. However, sex-specific models indicated that T1 BMI-Z was prospectively associated with higher T2 EXT for boys (β = .13), but not girls. T1 EXT was predictive of subsequent BMI-Z (β = .09) and obesity (β = .33) at T2 for girls only. Conclusion: Findings suggest that behaviour problems, particularly externalizing behaviours, are prospectively related to childhood obesity, and early prevention methods should reflect sex-specific modifications. (author abstract)