Background: The Roma population, one of the largest minority groups in Europe, experience discrimination and stigma associated with marginalized social position. Few studies have examined mental illnesses in the Roma, and none have examined the Roma children. The present study estimates mental health and behavioral disorders among Roma children in comparison to non-Roma children in educational institutions. Methods: Data were drawn from the School Children Mental Health Study in Europe (SCHME) study in Romania (Roma children identified by parent report, N = 70; non-Roma, N = 925) and Bulgaria (Roma children identified by exclusively-Roma schools, N = 65; non-Roma, N = 1312). The Strengths and Difficulties Questionnaire was given to the parents and teachers to measure child mental health; children reported on their mental health through the Dominique Interactive. Control covariates included child sex and age, and parental characteristics when parent reports were available. Results: Based on the child’s own report, Roma children had a higher odds of any internalizing disorder (OR = 2.99, 95% C.I. 2.07-4.30), phobias (OR = 4.84, 95% C.I. 3.19-7.35), separation anxiety disorder (OR = 2.54, 95% C.I. 1.72-3.76), generalized anxiety disorder (OR = 2.95, 95% C.I. 1.75-4.96), and major depressive disorder (OR = 3.86, 95% C.I. 2.31-6.37). Further Roma children had a higher odds of any externalizing disorder (OR = 2.84, 95% C.I. 1.78-4.54), oppositional defiant disorder (OR = 3.35, 95% C.I. 1.93-5.82), ADHD (OR = 2.37, 95% C.I. 1.26-4.46), and conduct disorder (OR = 3.63, 95% C.I. 2.04-6.46). Based on the report of teachers, Roma children had higher odds of emotional problems (OR = 2.03, 95% C.I. 1.20-3.44), peer-relational problems (OR = 2.76, 95% C.I. 1.73-4.41) and prosocial behavior (OR = 2.75, 95% C.I. 1.75-4.33). Conclusion: Roma children experience a higher burden of mental health problems compared with their non-Roma counterparts. Attention to child health and mental health among the Roma is urgently needed, as these children experience a constellation of health problems associated with poverty as well as experiences of stigma and discrimination.