Study objectives: Studies of the long-term stability of sleep in pre-schoolers are scarce. The aim of the present study was to investigate objectively assessed sleep via actigraphy in pre-schoolers longitudinally, and to predict sleep, psychological functioning and cortisol secretion prospectively as a function of sleep 12 months earlier. Method: A total of 73 pre-schoolers (mean age: 5.45 years; 53% females) were assessed again after 12 (mean age: 6.4 years). Sleep-actigraphy recordings were performed, saliva cortisol was analysed, and parents and experts rated children’s psychological functioning. Results: Longitudinally, poor sleep at age 5.45 years was associated with poor sleep and internalizing and peer problems but not with externalizing problems and hyperactivity, and cortisol secretion 12 months later. At age 6.4 years and cross-sectionally, poor sleep was concurrently associated with greater psychological difficulties and increased cortisol secretion. Conclusion: In pre-schoolers, poor sleep objectively assessed at age five was associated with psychological difficulties and poor sleep as assessed via actigraph and one year later. Results indicate that in preschoolers sleep remains stable over a 12-mont interval. Pre-schoolers with poor sleep appear to be at risk for developing further psychological difficulties.