The associations between sleep problems, anxiety, anxiety sensitivity and attributional style were examined in self-report data from 79 children aged 8–11 years. Total anxiety score was associated with different types of sleep problems (bedtime resistance, sleep anxiety and nightmares). Conversely, total sleep problem score was associated with different sub-scales of anxiety (from r(78) = 0.15, p = NS to r(79) = 0.47, p < 0.01). Symptoms of anxiety correlated significantly with anxiety sensitivity, but not with attributional style. After controlling for other symptoms of anxiety, school phobias (Beta = 0.26, p < 0.05), the mental incapacitation concerns scale of anxiety sensitivity (Beta = 0.26, p < 0.05), and attributional style (Beta = −0.31, p < 0.01, R2 = 0.45) predicted sleep problems. These results suggest that anxiety is associated with a range of sleep problems, and that sleep problems are associated with different types of anxiety. Furthermore, certain cognitive styles are associated with both anxiety and sleep problems and may be good candidates for further research into the association between sleep problems and anxiety in children. Copyright © 2005 John Wiley & Sons, Ltd.