Emotion regulation is closely related to mental health in children and adults. Low emotion regulation competencies have been found in school-aged sexually abused girls. The aim of the present study was to investigate emotion regulation competencies in sexually abused preschool girls and boys using a multi-informant approach. Emotion regulation was assessed in 62 sexually abused and 65 non-abused preschoolers using the Emotion Regulation Checklist and the MacArthur Story Stem Battery. Both parents and educators reported lower emotion regulation competencies in sexually abused preschoolers, especially boys, than in non-abused children. The narrative task completed by the children also revealed lower emotion regulation competencies in sexually abused boys. These findings could have an important impact on intervention programs offered to these at-risk children.