In addition to sometimes making child protective service workers ill at ease, sexual behaviour problems (SBPs) in children are a source of concern due to the harm these behaviours can potentially cause. Based on an explanatory model adapted from Boisvert et al., this study set out to identify the factors differentiating children with SBPs from other children cared for by child protective services. Secondary analyses were conducted with data obtained from the Quebec Incidence Study on situations investigated by child protective services in 2008 (Étude d’incidence québécoise sur les situations évaluées en protection de la jeunesse en 2008). The sample consisted of 1,020 children aged 2 to 12 with a substantiated report to child protective services. Children with SBPs (n = 72) were compared to children without SBPs (n = 948) based on several personal and familial variables using univariate, then multivariate analyses. The final logistic regression model indicates that children with SBPs are more likely to show a variety of adjustment problems, be reported for substantiated sexual abuse, and have a parent who underwent a placement episode in childhood. Conversely, they are less likely to be reported for substantiated psychological maltreatment. The discussion covers the implications of the findings for intervention in a protective services context.