Indicated prevention of ADHD may reduce impairment and need of treatment in youth. The Strengths and Difficulties Questionnaire (SDQ) is a brief questionnaire assessing child mental health, reported to be a valid screening instrument for concurrent ADHD. This study aimed to examine the validity of using the SDQ in preschool age to predict ADHD in school age in a longitudinal design. The study population included 2,315 children from the Copenhagen child cohort 2000 with no prior history of clinically diagnosed ADHD, who were assessed at age 5-7 years by the SDQ completed by parents and preschool teachers. Danish National Registers were used to measure the outcome of any first time ICD-10 diagnosis for hyperkinetic disorder or attention-deficit disorder and/or prescription of central stimulants during years 2005-2012. Screening potentials of the SDQ's predictive algorithms were described, and Cox regression analyses estimated the risk of later ADHD diagnosis for screen-positive children. A total of 2.94% of the study population were clinically diagnosed and/or were treated with central stimulants for ADHD before age 11-12. Children with possible/probable disorder according to the SDQ hyperactivity/inattention algorithm showed markedly increased risk of a subsequent ADHD diagnosis, hazard ratio 20.65 (CI 95% 12.71-33.57) and sensitivity 45.6%. Other domains of psychopathology according to the SDQ were also associated with an increased risk of receiving a subsequent ADHD diagnosis. In summary, we show that the SDQ can identify a group of children with highly increased risk of later being diagnosed and/or treated for ADHD in school age.