Young children's socio-emotional skills are important for understanding their own and other's behaviours and interactions. No study in Serbia has investigated this before. In this study we explored the links between early socio-emotional skills, behaviour, and mathematics and literacy performance of preschool children in Serbia over time. Children (N = 159) aged 5-8 were rated by the teachers on their socio-emotional skills and behaviour, and their literacy and mathematics assessed at three-time points over 14 months, twice in preschool and once at entry to school. At Time 3, when children entered school, their socio-emotional skills and behaviour were associated with gender, mathematics at Time 1 and their socio-emotional and behaviour ratings at Time 2, controlling for maternal education and literacy at Time 1. Mathematics at Time 3 was associated with mathematics at Time 2, controlling for gender, maternal education, literacy and behaviour at Time 1. No socio-emotional skills or specific behaviour were significant for mathematics. Literacy at Time 3 was associated with mathematics and social skills at Time 1, and literacy at Time 2, controlling for gender and maternal education. At all three times, girls were rated more positively than boys in socioemotional skills and behaviour, except for adjustment to school setting where there were no differences. This study offers the first insight into the links between socio-emotional skills, behaviour and mathematics and literacy performance of preschool children in Serbia which will inform the development and evaluation of interventions. Attrition of the sample limits the findings.