Aims: Nocturnal enuresis (NE), daytime urinary incontinence (DUI), fecal incontinence (FI), as well as sleep and behavioral problems are common in young children. The aim of this study was to analyze the association of sleep and psychological parameters for all types of incontinence in a representative sample of young children. Methods: Six hundred thirty eight (of 1161) children with a mean age of 5.9 years (50.9% boys) were assessed during their mandatory school entry examination. The participation rate was 55%. Instruments included the Strengths and Difficulties Questionnaire, the Children's Sleep Habits Questionnaire and other clinical questions. Incontinence was diagnosed according to ICCS standards. Constipation was assessed by two questions. Results: 17.1% of children had at least one type of incontinence, 14.8% had NE, 5.0% DUI, 2.1% FI, and 4.8% were constipated. 6.7% of children had clinically relevant psychological problems. 22.7% of children had sleep problems regularly (5−7 times/week). A wide variety of sleep problems were reported. Children with incontinence were not affected by a higher rate of sleep problems. Children with NE had fewer night wakings and those with constipation fewer parasomnias. Sleep and psychological problems were significantly associated, especially in children with DUI and FI. Conclusions: Sleep and behavioral problems are common in young children. Psychological problems have a clear impact on sleep. Young children with incontinence do not have more sleep problems than continent children. Therefore, both sleep and psychological problems should be addressed in young children with incontinence.