Learning and behavioral difficulties often emerge during the first years of primary school and are one of the most important issues of concern for families and schools. The study was aimed at investigating the co-occurrence of difficulties between academic learning and emotional-behavioral control in typically developing school children and the moderating role of sex. A sample of 640 second-grade school children participated in the study. This study used the Strengths and Difficulties Questionnaire to measure the emotional and behavioral difficulties and a battery of objective and standardized tests to evaluate the learning skills in children. In this sample 7% to 16% of children performed below the normal range in reading and/or arithmetic tests. Mixed models showed that children’s hyperactive behaviors were positively related to both reading and math difficulties, and emotional problems correlated negatively with reading accuracy. The more children displayed behavioral difficulties, the more they were exposed to the risk of worsening reading and math performance, especially for girls. The result that among different emotional-behavioral problems within the school setting, hyperactivity behaviors and emotional difficulties are related to learning difficulties with a moderate effect of sex, needs to be taken into account in screening and prevention programs for learning difficulties in order to not disregard the complexity of the associated profiles.