Socio-emotional competence and executive function both work together to meet the demands of the everyday environment. While many studies have focused on how various domains of socio-emotional competence are predicted by, or associated with executive function, the predictive influence of socio-emotional competence on executive function has largely been ignored despite strong theoretical links. In addition, contradictory information exists with regard to the divergent validity of two subtypes of executive function: cool and hot. Using data from 4839 children participating in three data collection waves (9 months, 2 years and 4.5 year) in the Growing Up in New Zealand longitudinal study, we examined how different patterns of socio-emotional competence development during the early preschool years (persistent lows, recent low, improved and no lows) related to cool and hot executive function measured at aged 4.5 using a hand clap task and a gift wrap task, respectively. Findings showed that children with persistent lows (with no improvement) in the levels of early socio-emotional competence had increased odds of having below average cool and hot executive function at 4.5 years. However, no difference was found in the influence of socio-emotional competence on cool and hot executive function. Possible explanations for these associations between socio-emotional competence and executive function are discussed.