The aim of this study is to investigate mental health problems in children born small for gestational age (SGA) and those born appropriate for gestational age (AGA) and to assess the association of these problems with child and family characteristics. Six hundred and seventy-seven children, belonging to a birth cohort from 1994 in Ribeirao Preto/SP (southeastern Brazil), were evaluated (140 SGA and 537 AGA). They were later reevaluated at school age (2004/2005) by means of the Strengths and Difficulties Questionnaire for mental health assessment (parent report). Results showed that children born SGA presented greater frequency of behavioral problems and emotional symptoms compared to children born AGA. Variables associated with mental health problems in the univariate model were: male sex, children born SGA, low educational level of parents, socioeconomic disadvantage, and belonging to families with many members. However, in multivariate analysis, two factors-being born SGA and father’s low educational level-lost their statistical significance, and the other sociodemographic variables remained significant (male sex, low-level of maternal education, low socioeconomic level, families with many members). It has been concluded that being born SGA was not independently associated with mental health problems, but sociodemographic factors proved to be the predictors of this type of problem in the cohort studied.