The placenta is a key organ for fetal and brain development. Its epigenome can be regarded as a biochemical record of the prenatal environment and a potential mechanism of its association with the future health of the fetus. We investigated associations between placental DNA methylation levels and child behavioral and emotional difficulties, assessed at 3 years of age using the Strengths and Difficulties Questionnaire (SDQ) in 441 mother–child dyads from the EDEN cohort. Hypothesis-driven and exploratory analyses (on differentially methylated probes (EWAS) and regions (DMR)) were adjusted for confounders, technical factors, and cell composition estimates, corrected for multiple comparisons, and stratified by child sex. Hypothesis-driven analyses showed an association of cg26703534 (AHRR) with emotional symptoms, and exploratory analyses identified two probes, cg09126090 (intergenic region) and cg10305789 (PPP1R16B), as negatively associated with peer relationship problems, as well as 33 DMRs, mostly positively associated with at least one of the SDQ subscales. Among girls, most associations were seen with emotional difficulties, whereas in boys, DMRs were as much associated with emotional than behavioral difficulties. This study provides the first evidence of associations between placental DNA methylation and child behavioral and emotional difficulties. Our results suggest sex-specific associations and might provide new insights into the mechanisms of neurodevelopment.