The objective of this study was to examine the relationship between different sleep parameters and energy and macronutrient intake in school-aged children. A total of 203 children 6 to 9 years of age participated in this cross-sectional study. Anthropometric measurements were taken first. Diet was assessed with 3-day food logs and sleep was measured with a questionnaire on sleep quality and a wrist actigraph worn for at least 7 days. A decrease of 165.45 kcal was observed per each additional hour of sleep during the week (β (95% CI) = −165.45 (−274.01, −56.88); p = 0.003). This relationship was also observed for fat (β (95% CI) = −11.14 (−18.44, −3.84); p = 0.003) and protein (β (95% CI) = −13.27 (−22.52, −4.02); p = 0.005). An increase in weekend sleep efficiencies for those under the recommended threshold of 85% also had a similar association with energy (β (95% CI) = −847.43 (−1566.77, 128.09); p = 0.021) and carbohydrate (β (95% CI) = −83.96 (−161.76, −6.15); p = 0.035)) intake. An increase in habitual sleep variability was related with a slight increase in protein intake (β (95% CI) = 0.32 (0.031, 0.62); p = 0.031). Children who slept less had a higher energy intake, especially from fat and protein and those who presented inefficient sleep had a higher carbohydrate intake. Strategies to enhance sleep quality and quantity combined with dietary recommendations could help to improve energy and macronutrient intake levels in children.