There is limited research on the impact of preschool attendance on socio-emotional problems. This study aimed to investigate the association between not attending preschool and emotional and behavioural problems among children aged 3-5 years in Sweden. We analysed cross-sectional data from 9395 children, rated by both parents or by one parent. The dependent variable, emotional and behavioural problems, was measured using the Strengths and Difficulties Questionnaire (SDQ). Preschool attendance served as the independent variable. Single and multiple logistic regression analyses were conducted. Only 1.2% of children did not attend preschool. Single logistic regression models, using SDQ subscales with scores at or above the cut-off point as outcomes, showed that not attending preschool was associated with peer relationship problems, rated by mothers, and with peer relationship problems and overall difficulties, rated by fathers. These associations remained significant when controlling for covariates. Children with parents born outside Sweden or with lower educational levels had higher odds of experiencing peer relationship problems and overall difficulties. Children who do not attend preschool are at heightened risk of experiencing peer relationship problems. It is important to ensure that children who may benefit most from preschool education receive adequate support.