Developmental Coordination Disorder (DCD) is one of the least studied and understood developmental disorders. One area that has been minimally investigated in DCD is potential issues with sensory modulation. Further, in other neurodevelopmental disorders (e.g., autism spectrum disorder (ASD)) sensory modulation is related to many other challenges (e.g., social issues, repetitive behaviors, anxiety); however, such potential relationships in children with DCD have been largely unexplored. The purpose of this study is to explore sensory modulation differences in DCD and to understand the relationships between sensory modulation and social emotional measures, behavior, and motor skills in DCD in comparison to ASD and typically developing (TD) peers. Participants (aged 8–17) and their caregivers (DCD, N = 26; ASD, N = 57; and TD, N = 53) completed behavioral and clinical measures. The results indicated that 31% of the DCD group showed sensory modulation difficulties, with the DCD group falling between the ASD and TD groups. In the DCD group, sensory modulation was significantly associated with anxiety, empathic concern, repetitive behaviors, and motor skills. Data are compared to patterns seen in ASD and TD groups and implications for interventions are discussed.