The goal of the present investigation was to investigate sex, ethnic, and socioeconomic status (SES) influences on attention deficit hyperactivity disorder (ADHD) symptoms and risk markers, including executive dysfunction and temperament traits. Participants were 109 children who were 3 to 6 years old (64% male; 36% ethnic minority) and their primary caregivers and teachers who completed a multistage, multi-informant screening, and diagnostic procedure. Parents completed a diagnostic interview and diagnostic and temperament questionnaires, teachers completed questionnaires, and children completed cognitive control tasks. Because of targeted overrecruitment of clinical cases, 56% of children in the sample were diagnosed with ADHD. Results suggested minimal sex differences, but prominent ethnic differences, in ADHD symptoms and temperament and executive function risk markers. Further, low family income was associated with increased ADHD symptoms and more temperament and executive function risk markers, and low family income explained many ethnic differences in ADHD symptoms and these risk markers. There were prominent interactions among child sex, ethnicity, and family income. Thus, study results suggest that children with multiple individual difference demographic risk factors (e.g., such as being male and ethnic minority) are at highly increased risk of ADHD symptoms and associated risk markers in the temperament and executive function domains.