We have undertaken a systematic review examining the role of diet on sleep, and sleep on diet, in children aged 0–5 y. Controlled trials and cohort or cross-sectional studies were identified with online searches of PubMed, Medline, Embase, Scopus, and CENTRAL up to 1 June 2019, and hand searching of relevant publications. Searches, extraction, and risk of bias assessments were undertaken independently by at least two researchers. Fifty articles involving 72,491 children on a diverse range of topics were eligible. All five studies that investigated the effect of sleep on diet indicated that poorer sleep (measured by a variety of indices) was associated with greater dietary energy intake or poorer diet quality. Conversely, the findings regarding how diet might influence sleep were less consistent when considering feeding practises, energy and macronutrient intake, or micronutrient and small metabolite intake. Studies were typically of short duration and relied on subjective measures of sleep (66%) or diet (88%). While we identified a clear relationship between reduced sleep and poorer diets, future studies require improved methodological reporting and support from transdisciplinary collaborations to better understand the possible role of diet on sleep. Prospectively registered with PROSPERO International Prospective Register of Systematic Reviews (CRD42018091647).