There is some evidence to suggest that one’s ability to delay gratification is associated with a lower body mass index (BMI) and slower overall weight gain. Less is known about the role that a broader set of self-regulatory skills, including attention focusing, inhibitory control, and impulsivity, might play in fostering not only a healthy weight but also better overall health and health-related behaviors such as sleep. Participants in the National Institute of Child Health and Human Development Study of Early Child Care and Youth Development were followed from birth through age 15 beginning in 1991. Self-regulation was assessed when children were 4.5 years old, whereas health-related outcomes were assessed regularly between toddlerhood and adolescence. Structural equation modeling was used to test direct associations between self-regulation and either physical health or sleep in childhood and adolescence. Findings suggest that there are long-term benefits of self-regulation, indexed by multiple dimensions, for children’s health-related outcomes. Children with better self-regulatory skills demonstrated smaller increases in standardized BMI scores and maintained greater mother-reported health across childhood and adolescence. Furthermore, better self-regulation predicted fewer sleep problems and longer sleep duration when children were 8 and 11 but not when they were 15. Early self-regulation, marked by numerous skills, appears to have long-term benefits for children’s health-related outcomes. These findings provide some evidence that targeting childhood self-regulatory skills for improvement may help reduce poor health-related outcomes later in life and offer important insight into potential avenues for intervention.