To examine reciprocal relationships between body mass index (BMI) and internalizing and externalizing problems from infancy through middle childhood, with a focus on sex and history of overweight. Data from 1254 children in the National Institute of Child Health and Human Development Study of Early Child Care and Youth Development were used to conduct longitudinal analyses of the relationship between BMI and scores on the Child Behavior Checklist from age 2 years through the 6th grade. BMI and behavior problems demonstrated stability across the 7 measurement occasions. No consistent relationship between BMI and behavior problems was evident before school entry, but higher BMI was associated with later internalizing problems beginning in the 1st grade for boys and girls. Higher BMI was not associated with increased conduct problems. As children move into middle childhood, higher BMI is associated with increased likelihood of developing internalizing problems. Health care providers should monitor BMI as children enter school and provide guidance to parents regarding emerging symptoms of anxiety and depression.