Indicated prevention of ADHD may reduce impairment and need of treatment in youth. The Strengths and Difficulties Questionnaire (SDQ) is a brief questionnaire assessing child mental health, reported to be a valid screening instrument for concurrent ADHD. This study aimed to examine the validity of using the SDQ in preschool age to predict ADHD in school age in a longitudinal design. The study population included 2,315 children from the Copenhagen child cohort 2000 with no prior history of clinically diagnosed ADHD, who were assessed at age 5–7 years by the SDQ completed by parents and preschool teachers. Danish National Registers were used to measure the outcome of any first time ICD-10 diagnosis for hyperkinetic disorder or attention-deficit disorder and/or prescription of central stimulants during years 2005–2012. Screening potentials of the SDQ’s predictive algorithms were described, and Cox regression analyses estimated the risk of later ADHD diagnosis for screen-positive children. A total of 2.94 % of the study population were clinically diagnosed and/or were treated with central stimulants for ADHD before age 11–12. Children with possible/probable disorder according to the SDQ hyperactivity/inattention algorithm showed markedly increased risk of a subsequent ADHD diagnosis, hazard ratio 20.65 (CI 95 % 12.71–33.57) and sensitivity 45.6 %. Other domains of psychopathology according to the SDQ were also associated with an increased risk of receiving a subsequent ADHD diagnosis. In summary, we show that the SDQ can identify a group of children with highly increased risk of later being diagnosed and/or treated for ADHD in school age.