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BACKGROUND Breast milk feeding (BMF) improved neurodevelopment in children born very preterm (VPT, <32 weeks of gestation), but knowledge about its effect on other mental health outcomes remains limited. OBJECTIVE To estimate the association of BMF practices with behavioral and emotional problems at preschool age in children born VPT. METHODS We studied 263 children born VPT during 2011-12 and enrolled in the Portuguese EPICE cohort. At the age of 3, information on BMF initiation and duration was collected and behavioral and emotional problems were assessed using the parents' completed Child Behavior Checklist 1.5-5 years (CBCL/1½-5). Children were categorized for all CBCL/1½-5 sub-scales and for Diagnostic and Statistical Manual of Mental Disorders (DSM5)-oriented scales. Risk ratios were estimated to assess the association of BMF with subclinical/clinical problems, fitting a Poisson regression. RESULTS Behavioral or emotional subclinical/clinical problems were found in almost 20% of children (11.8% in the clinical range). BMF was consistently associated with lower adverse behavioral and emotional outcomes, particularly risks of externalizing problems, somatic complaints, aggressive behavior, as well as autism spectrum and attention deficit/hyperactivity symptoms, although the magnitude of the unadjusted risks was attenuated by adjustment for relevant confounders and wider confidence intervals included the null. CONCLUSION Lower exposure to BMF seemed to increase the risk of adverse behavioral and emotional outcomes at preschool age in children born VPT. These results raise questions about explanatory pathways and strengthen evidence underpinning BMF promotion for VPT children.