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Summary: Background: Energy balance‐related behaviours (EBRBs), that is, dietary intake, screen, outdoor play and sleep, tend to combine into 'lifestyle patterns', with potential synergistic influences on health. To date, studies addressing this theme mainly focused on school children and rarely accounted for sleep, with a cross‐country perspective. Objectives: We aimed at comparing lifestyle patterns among preschool‐aged children across Europe, their associations with socio‐demographic factors and their links with body mass index (BMI). Methods: Harmonized data on 2–5‐year‐olds participating in nine European birth cohorts from the EU Child Cohort Network were used (EBRBs, socio‐demographics and anthropometrics). Principal component analysis and multivariable linear and logistic regressions were performed. Results: The most consistent pattern identified across cohorts was defined by at least three of the following EBRBs: discretionary consumption, high screen time, low outdoor play time and low sleep duration. Consistently, children from low‐income households and born to mothers with low education level had higher scores on this pattern compared to their socioeconomically advantaged counterparts. Furthermore, it was associated with higher BMI z‐scores in the Spanish and Italian cohorts (β = 0.06, 95% CI = [0.02; 0.10], both studies). Conclusion: These findings may be valuable in informing early multi‐behavioural interventions aimed at reducing social inequalities in health at a European scale. [ABSTRACT FROM AUTHOR]