Links between sleep and psychopathology are complex and likely bidirectional. Sleep problems and alteration of normal sleep patterns have been identified in major forms of child psychopathology including anxiety, depression and attention disorders as well as symptoms of difficulties in the full range. This review summarizes some key findings with regard to the links between sleep and associated difficulties in childhood and adolescence. It then proposes a selection of possible mechanisms underlying some of these associations. Suggestions for future research include the need to 1) use multi-methods to assess sleep; 2) measure sleep in large-scale studies; 3) conduct controlled experiments to further establish the effects of sleep variations on emotional and behavioral difficulties; 4) take an interdisciplinary approach to further understand the links between sleep and associated difficulties.