Abstract Background Symptoms of depression, anxiety and stress experienced during childhood might have a negative impact on development. This study explores factors associated with such symptoms among Portuguese primary school-aged children. Methods A sample of children (n = 1022, mean age = 8.77 years old) was recruited in public and private schools from the cities of Coimbra, Lisbon and Porto, Portugal. The children’s version of the Depression, Anxiety and Stress Scale (DASS-C) was self-administered. Multivariate logistic regression models were fitted to measure associations (expressed as Odds Ratio, OR and 95% Confidence Intervals, CI) between each DASS-C subscale, dichotomized by its 4th vs. 3rd or less quartiles (symptoms increase with scores), and covariates: child sex, age, socioeconomic status (SES), sports activity beyond school, children self-assessed health status, child and mother’s body mass index and mother’s DASS scores. Results Age was negatively associated with anxiety symptoms (adjusted OR, 95% CI: 0.70, 0.57–0.87) and girls, compared to boys, presented lower odds of depressive and stress symptoms (adjusted OR, 95% CI: 0.65, 0.47–0.92 and 0.57, 0.41–0.80, respectively). A low socioeconomic status was associated with more frequent symptoms of stress (adjusted OR, 95%CI for low compared to high SES: 1.61, 1.01–2.56). Children with poorer self-assessed health status and whose mothers scored higher in the DASS also presented significantly higher odds of scoring in the 4th quartile (vs. 3rd or less) of the three DASS-C subscales. Conclusions These results suggest the need to tailor preventive efforts targeting childhood mental health symptoms.