Background: Within the spectrum of emotional competencies, callous-unemotional traits are socially discouraged, while empathy is considered a socially much more accepted emotional trait. This holds particularly true for adolescents, who are still building up their social and emotional competencies. The aims of the present study were two-fold: First, longitudinally, to identify traits of behavioral problems and objective sleep dimensions at the age of 5 years to predict callous-unemotional traits and empathy at the age of 14 years. Second, cross-sectionally, to associate callous-unemotional traits and empathy with current insomnia, stress, and mental toughness. Methods: Preschoolers at the age of 5 years were contacted nine years later at the age of 14 years. At 5 years, parents rated their children’s behavior (Strength and Difficulties Questionnaire, SDQ); in parallel, children underwent a one-night sleep-EEG assessment. At the age of 14 years, adolescents completed a series of questionnaires covering callous-unemotional traits, insomnia, empathy, stress, and mental toughness. Results: A total of 77 adolescents (38.1% females) took part in the present study. Longitudinally, higher scores for hyperactivity at age 5 significantly predicted higher callous-unemotional traits at age 14. A higher score for negative peer relationships at age 5 significantly predicted lower scores for cognitive empathy at age 14. Further, objective sleep-EEG measures showed that a higher sleep efficiency and a shorter sleep latency was associated with lower scores for callousness. Cross-sectionally, higher scores for callous-unemotional traits were associated with higher insomnia and stress, while lower insomnia was associated with higher empathy. Mental toughness was unrelated to callous-unemotional traits and empathy. Conclusions: It appears that hyperactivity traits and negative peer relationships and more unfavorable objective sleep patterns at 5 years predicted socially discouraged callous-unemotional traits and low empathy during adolescence. Further, cross-sectionally at the age of 14, callous-unemotional traits, subjective poor sleep, and higher stress were associated.