In a non-clinical group of 130 children (65 boys and 65 girls), we evaluated the relationships between psychological problems using the Child Behavior Checklist (CBCL) reported by parents, the Inattention Overactivity With Aggression (IOWA) scale reported by teachers, individual factors (Intellectual quotient [IQ], temperament and heart rate) and environmental factors (stress events, mother's profession and being or not being an only child). We found no differences between the sexes in the prevalence of total psychological problems in the clinical range, but girls had significantly more borderline total problems than boys. Girls tended to have more externalizing problems than boys. In boys, there were more links between individual and environmental factors and psychological problems, especially externalizing problems. A high score in psychological problems assessed by the CBCL affected the school performance of boys and the social performance of girls. For boys, IQ was significantly lower when the score for total behavioral problems was higher, and for girls IQ was significantly lower when the score for externalizing problems was higher. Understanding the different levels of vulnerability of the sexes at different periods of development may help to improve the treatment children in this age group receive.