Background: Approximately 7.6% of children are diagnosed with attention deficit/hyperactivity disorder (ADHD), and sleep impairments affect 25–85%. There is a noticeable lack of research on girls and sex differences. The aim of this study was to examine sex differences in children with uncomplicated ADHD and sleep problems. Methods: Cross-sectional baseline data were retrieved from a randomized controlled trial with weighted blankets (55 boys and 41 girls, 6–14 years) on a cohort recently diagnosed with uncomplicated ADHD and sleep problems. Differences between boys and girls in ADHD symptoms, objectively and subjectively measured sleep, anxiety, and functioning were examined via parent- or self-reported validated instruments. Results: Girls reported significantly lower (worse) satisfaction with well-being, life overall, and school, but not for family. Parents reported more sleep anxiety and night-time wakings among boys, but no sex differences in other measures and also not in self-reported measures or objective sleep measures. Children who reported worry, sadness, or unhappiness had more sleep problems. Conclusions: Boys with ADHD and sleep problems may need support with sleep-related anxiety and night-time wakings, while girls may require support with overall functioning. Additionally, children who express feelings of worry, sadness, or unhappiness alongside their ADHD symptoms should have attention given to their sleep. © 2024 by the authors. Licensee MDPI, Basel, Switzerland.