Children with attention deficit hyperactivity disorder (ADHD) experience high rates of sleep problems and are at increased risk for developing internalizing problems. This study aimed to examine the association of sleep problems and physical activity with internalizing symptoms in children with ADHD. This cross-sectional study included 188 children with ADHD (M age = 8.60 ± 1.38, 78.7% boys). Self-reported questionnaires were used to assess sleep problems (Pittsburgh Sleep Quality Index [PSQI]) and internalizing symptoms (Depression Anxiety Stress Scale 21 [DASS 21]). The presence of sleep problems was defined as a PSQI score > 5. Physical activity was recorded by an ActiGraph GT9X Link accelerometer for 7 consecutive days. In total, 111 children with ADHD presented with sleep problems (59%). Compared with their counterparts without sleep problems, children with sleep problems spent less time in daily moderator-to-vigorous physical activity (MVPA) (F = 15.35, η2 = .079), had a lower proportion of meeting the WHO-recommended 60 min of daily MVPA guideline (F = 9.57, η2 = .050), and showed more internalizing symptoms: depression (F = 10.09, η2 = .053), anxiety (F = 15.84, η2 = .081), and stress (F = 6.98, η2 = .037). BMI, daytime dysfunction of PSQI, and MVPA guideline attainment were significantly associated with internalizing symptoms in children with ADHD. Daytime dysfunction of PSQI is associated with more severe internalizing symptoms, and MVPA guideline attainment may reduce the likelihood of developing depression and anxiety in children with ADHD. Future studies are needed to examine the long-term effects of sleep on internalizing symptoms and the effects of PA-based interventions on sleep and internalizing symptoms in children with ADHD, respectively.