Study Objectives Machine learning (ML) may provide insights into the underlying sleep stages of accelerometer-assessed sleep duration. We examined associations between ML-sleep patterns and behavior problems among preschool children. Methods Children from the CHILD Cohort Edmonton site with actigraphy and behavior data at 3-years (n = 330) and 5-years (n = 304) were included. Parent-reported behavior problems were assessed by the Child Behavior Checklist. The Hidden Markov Model (HMM) classification method was used for ML analysis of the accelerometer sleep period. The average time each participant spent in each HMM-derived sleep state was expressed in hours per day. We analyzed associations between sleep and behavior problems stratified by children with and without sleep-disordered breathing (SDB). Results Four hidden sleep states were identified at 3 years and six hidden sleep states at 5 years using HMM. The first sleep state identified for both ages (HMM-0) had zero counts (no movement). The remaining hidden states were merged together (HMM-mov). Children spent an average of 8.2 ± 1.2 h/day in HMM-0 and 2.6 ± 0.8 h/day in HMM-mov at 3 years. At age 5, children spent an average of 8.2 ± 0.9 h/day in HMM-0 and 1.9 ± 0.7 h/day in HMM-mov. Among SDB children, each hour in HMM-0 was associated with 0.79-point reduced externalizing behavior problems (95% CI −1.4, −0.12; p < 0.05), and a 1.27-point lower internalizing behavior problems (95% CI −2.02, −0.53; p < 0.01). Conclusions ML-sleep states were not associated with behavior problems in the general population of children. Children with SDB who had greater sleep duration without movement had lower behavioral problems. The ML-sleep states require validation with polysomnography.