Aim: To examine the contributions of specific neurocognitive skills to behaviour problems in children born very preterm. Methods: We assessed children born <30 weeks’ gestation or <1500 g at age 7 years using subtests of the Wechsler Intelligence Scale for Children Fourth Edition, performance and questionnaire-based measures of executive function, and Child Behavior Checklist and Teacher Rating Form. We evaluated the contributions of IQ and executive function to behaviour problems and the moderating effect of sex using multiple regression. Results: The 129 children (mean age = 7.2 years) had lower IQ, inferior executive function and increased internalising problems compared with normative samples. Verbal comprehension skills and working memory were associated with total, internalising and externalising problems at school. Performance-based and questionnaire-based executive function were associated with total and externalising behaviour problems both at home and school. Sex moderated the relationships between information processing and parent-reported total problems, and between teacher-rated executive function and total problems. Conclusion: Both IQ and executive function are related to behaviour problems in children born very preterm, but the relationships are different in boys and girls. Executive function may be a useful target for intervention.