We estimated the absolute and relative risk of sleep problems in children and adolescents with newly diagnosed neurodevelopmental disorders. This was a population-based cohort study of individuals born in Denmark in 1993-2014 and followed in nationwide registers in 2011-2016. We estimated the 5-year cumulative incidence of sleep problems in incident cases of attention-deficit/hyperactivity disorder (ADHD; n = 12,844), autism spectrum disorder (ASD; n = 8,073), oppositional defiant disorder/conduct disorder (ODD/CD; n = 2,234) and epilepsy (n = 3,709). Hazard ratios (HRs) for sleep problems were estimated by Cox regression. The 5-year risk of sleep problems was highest in ADHD (29.2%; 95% CI, 28.4-30.1), ASD (24.2%; 95% CI, 23.1-25.3) and ODD/CD (27.1% 95% CI, 25.0%-29.2%) and lowest in epilepsy (11.3%; 95% CI, 10.2%-12.6%). For ADHD and ASD, sleep problems were more common in females than in males. Furthermore, sleep problems were predicted by high parental socioeconomic status and varied with the geographical region of residence, suggesting that different clinical practices exist across Denmark and that sleep problems may be more likely to go undetected in families of lower socioeconomic position. Compared with individuals without these disorders, the likelihood of sleep problems was increased in individuals with ADHD (HR, 33.81; 95% CI, 32.78-34.87), ASD (HR, 16.77; 95% CI, 16.15-17.41), ODD/CD (HR, 14.73; 95% CI, 13.88-15.64) and epilepsy (HR, 6.01; 95% CI, 5.67-6.37). After mutual adjustment for comorbidity, HRs were attenuated, especially in ASD, ODD/CD and epilepsy when adjusted for ADHD, suggesting that the increased risk of sleep problems in individuals with ASD, ODD/CD and epilepsy is driven largely by comorbid ADHD.