Children’s self-imposed isolation in the company of others (social withdrawal due to shyness or unsociability) and active isolation due to direct aggressive behaviors can challenge successful engagement in the peer group. The developmental attributional perspective acknowledges that children’s intended affiliative responses are, in part, guided by their emotions and beliefs toward peers’ social behaviors and may differ depending on children’s sex, age group, and social behavior. This study aimed to (1) describe preschoolers’ beliefs, emotions, and intended affiliative preferences toward aggressive, shy, and unsociable peers, depending on children’s sex and age group, and (2) explore the associations between preschoolers’ beliefs, emotions and intended affiliative preferences, depending on children’s social behaviors and children’s sex or age group. A total of 158 preschoolers aged 3–6 years were interviewed, using the Child Attributions Interview to assess their beliefs, emotions and intended affiliative preferences toward peers. Teachers completed the Social Competence and Behavior Evaluation Scale to assess children’s prosocial behaviors, aggressive-anger, and anxious-withdrawal. Preschoolers’ perspectives toward shy and unsociable peers were less negative than toward aggressive peers. However, participants in our sample were not fully aware of the different intentionality and social motivations of shy and unsociable peers. Higher levels of perceived social standing, social motivation and sympathy predicted higher affiliative preferences toward shy, unsociable, and aggressive peers. However, the magnitude of the associations between preschoolers’ beliefs, emotions and intended affiliative preferences differed, depending on children’s sex, age group and prosocial behavior, especially toward aggressive and shy peer behaviors. These findings are in line with the developmental attributional perspective, but highlight the need to account for developmental specificities, sex differences in peer relationships and children’s individual differences in social behaviors.