Background: Cortisol is often used as a biological marker for stress. When measured in urine or serum, representing a short-term measurement of the hormone, it has been associated with unfavorable sleep characteristics and both low and high physical activity levels. However, cortisol in hair represents a long-term stress measure and has been suggested as a promising new marker for chronic stress. Therefore, we aimed to examine the association between objectively measured sleep, physical activity and hair cortisol levels in preschool children. Methods: In order to obtain objective measures of physical activity and sleep habits, 54 children aged 2-6 years wore an ActiGraph for 5 consecutive days and nights. For chronic stress measurements of each child, hair was cut from the back of the head close to the scalp for analysis of cortisol levels. Associations between measured sleep quality and quantity and level of physical activity and hair cortisol levels were estimated using linear regression analysis, presented as β. Results were adjusted for sex, age and BMI z-score. Results: We found no significant association between log-transformed cortisol (pg/mg) and sleep duration (hours) (β = - 0.0016, p = 0.99), sleep efficiency (β = - 3.1, p = 0.18), sleep latency (β = 0.015, p = 0.16) or physical activity level (100 counts per min) (β = 0.014, p = 0.22). However, sleep latency (min) was directly associated with physical activity (counts per min) levels (β = 35.2, p = 0.02), while sleep duration (hours) (β = - 142.1, p = 0.55) and sleep efficiency (%) (β = - 4087, p = 0.26) showed no significant associations. Conclusions: In our study, a high physical activity level was associated with poorer sleep habits. Neither sleep quality nor physical activity were related to long term cortisol exposure. These results are among the first to study associations between objectively measured sleep, physical activity and chronic cortisol levels among preschool children. More and larger studies are therefore needed.