Background: Sensory processing issues are frequent in neurodevelopmental disorders (NDDs), with very variable prevalence rates ranging from 20% to 95%. This study aimed to investigate sensory processing in preschool-aged children with NDDs, to clarify the epidemiology, and to identify associated or correlated clinical and psychometric variables. Methods: A total of 141 NDD children (age range 2–5 years old) were included and enrolled in two subgroups: 72 with ASD and 69 with other NDDs. A standardized neuropsychological evaluation was assessed (Griffiths III/WPPSI-III/Leiter-R, ADOS-2) and the parents completed the CBCL ½–5, the SPM-P, and the ADI-R. Results: Atypical sensory processing was reported in 39.7% of the total sample, more frequently in ASD (44.4%) than in other NDDs (34.8%). No statistically significant differences were found regarding gender and developmental level. A positive correlation was found between sensory processing abnormalities and behavioral problems (p < 0.01). Conclusions: Compared to other NDDs, ASDs more frequently have atypical sensory processing and appear to present a specific vulnerability in the processing of proprioceptive and vestibular inputs. Our results suggest that sensory processing difficulties should be considered regardless of developmental level and in children with behavioral problems.