The current study examined concurrent relationships between children’s self-regulation, measured behaviorally and by parent-report, and children’s internalizing and externalizing symptoms. The aim was to distinguish which components of self-regulation (attention vs. inhibitory control, “hot” vs. “cool” regulation) best predict dimensional symptomatology and clinical disorders in young children. The participants were 120 children, ages 4–8 years old. Results showed that greater parent-reported attention was associated with fewer internalizing and externalizing symptoms. Behaviorally-measured hot inhibitory control related to fewer internalizing symptoms, whereas parent-reported inhibitory control related to fewer externalizing symptoms. Similar patterns emerged for clinical diagnoses, with parent-rated attention most strongly predicting disorders across domains. Results support prior evidence implicating self-regulatory deficits in externalizing problems, while also demonstrating that components of self-regulation are impaired with internalizing symptoms. Further, different sub-components of self-regulation relate to different dimensions of psychopathology in children. Interventions should target these areas in children at-risk for disorders.