Objectives Childhood obesity prevention and treatment depends, in part, on parents acting as agents of change for their children. Our objective was to measure the associations between parenting self-efficacy, parent depressive symptoms, and preschool child behaviors that support healthy growth. Methods We performed a cross-sectional analysis of baseline data from a randomized controlled trial. Parenting self-efficacy was measured using a 5-item version of the Parenting Sense of Competence (PSOC-5) scale (alpha= 0.8). Parent depressive symptoms were measured using the Center for Epidemiological Studies-Depression (CESD) scale. Child outcomes included diet (24 h diet recall), physical activity (accelerometry), sleep (parent-report), and media use during meals (parent-report). We performed separate multiple linear regressions for each outcome controlling for other covariates. Results The sample consisted of 601 parent-child pairs. Median child age was 4.3 (IQR 3.6-5.1) years; median child body mass index (BMI) percentile was 79.1% (IQR 66.8-88.5%); 90% of children were Hispanic/Latino, and 6% of children were non-Hispanic Black. Median parent age was 31.5 (IQR 27.6-36.0) years; 22% of parents met criteria for depression. Parenting self-efficacy (median PSOC-5 25; IQR 24-28) was negatively correlated with depressive symptoms (rho = -0.16; p < 0.001). In adjusted models, higher parenting self-efficacy was associated with duration of child's sleep and fewer meals eaten in front of a TV (p < 0.001). There was a significant interaction of parenting self-efficacy and parental depressive symptoms on child sleep duration (p < 0.001). Parenting self-efficacy and depressive symptoms were not significantly associated with child physical activity or child diet. Conclusions In this minority population, higher parenting self-efficacy was associated with longer child sleep and fewer meals in front the TV, but parent depressive symptoms mitigated that protective effect for child sleep duration.