Study Objectives: Musculoskeletal pain is a major burden on the society. Adults with sleep problems are at higher risk of musculoskeletal pain onset, but there is no evidence for this relationship in children and adolescents. This study aimed to systematically review prospective studies on the risk of musculoskeletal pain onset in children and adolescents with sleep problems. Methods: Five databases (MEDLINE, PsycINFO, AMED, EMBASE, and HMIC) were systematically searched to identify prospective studies that investigated if children and adolescents (aged 6-19 years) with sleep problems are at higher risk of musculoskeletal pain onset. Included studies were assessed for study quality and a best evidence synthesis was carried out on extracted data. Results: Thirteen prospective studies were identified. Overall, evidence indicates that sleep problems (quality, quantity, and day time tiredness) are not risk factors for musculoskeletal pain onset. Further analysis on specific body regions shows strong evidence that sleep problems are a risk factor for neck pain onset (only in girls) and that sleep problems are not a risk factor for the onset of widespread pain. Conclusions: Overall, sleep problems are not a risk factor for musculoskeletal pain onset in children and adolescents. Increased risk was found for some specific body regions and subgroups, but the evidence base was less strong and generally inconsistent. This review found a lack of quality in research methodology compared to research in adults, and further research with improved methodology is required.