The objective of this study was to examine the associations between persistent childhood sleep problems and adulthood anxiety and depression. Parents of 943 children (52% male) participating in the Dunedin Multidisciplinary Health and Development Study provided information on their children’s sleep and internalizing problems at ages 5, 7, and 9 years. When the participants were 21 and 26 years, adult anxiety and depression were diagnosed using a standardized diagnostic interview. After controlling for childhood internalizing problems, sex, and socioeconomic status, persistent sleep problems in childhood predicted adulthood anxiety disorders (OR (95% CI) = 1.60 (1.05– 2.45), p = .030) but not depressive disorders (OR (95% CI) = .99 (.63–1.56), p = .959). Persistent sleep problems in childhood may be an early risk indicator of anxiety in adulthood.