Background Obesity is a serious issue, spanning all ages, and, in the U.S., disproportionately affects Latinos and African Americans. Understanding sleep, physical activity and dietary behaviors that may predict childhood obesity can help identify behavioral intervention targets. Methods Data were drawn from a U.S. cohort study of 323 Mexican American 8-10-year-old children and their mothers, who participated in a longitudinal study over a 2-year period. Measures were collected at baseline (BL; child mean age = 8.87, SD = 0.83), year 1 (FU1) and year 2 (FU2). Mothers reported on household income and acculturation at BL. Child height and weight were collected and BMI z-scores (BMIz) were calculated for weight status at BL, FU1, and FU2. Accelerometer-estimated sleep duration (hours) and moderate-to-vigorous physical activity (MVPA; minutes) were collected across 3 days at BL, FU1, and FU2. Two 24-h dietary recalls were performed at each time point; from these, average energy intake (EI, kcals/day) was estimated. Cross-lagged panel analysis was used to examine behavioral predictors on BMIz at each time point and across time. Results At BL and FU1, longer sleep duration (beta = - 0.22, p < 0.001; beta = - 0.17, p < 0.05, respectively) and greater MVPA (beta = - 0.13, p < 0.05; beta = - 0.20, p < 0.01, respectively) were concurrently related to lower BMIz. At FU2, longer sleep duration (beta = - 0.18, p < 0.01) was concurrently related to lower BMIz, whereas greater EI (beta = 0.16, p < 0.01) was related to higher BMIz. Longer sleep duration at BL predicted lower BMIz at FU1 (beta = - 0.05, p < 0.01). Conclusions Longer sleep duration was concurrently related to lower weight status at each time point from ages 8-10 to 10-12. Higher MVPA was concurrently related to lower weight status in earlier childhood (ages 8-10 and 9-11) and higher EI was concurrently related to higher weight status toward the end of childhood (ages 10-12 years). Furthermore, longer sleep in earlier childhood was protective of children's lower weight status 1 year later. These findings suggest that sleep duration plays a consistent and protective role against childhood obesity; in addition, MVPA and healthy EI remain important independent factors for obtaining a healthy weight.