Background: Recent evidence suggests that impaired foetal growth may provide an early indication of increased risk of child attention problems. However, despite both foetal growth and child attention problems differing by sex, few studies have examined sex differences in this association. Furthermore, no studies have been conducted in low- and middle-income countries, where there are higher rates of perinatal problems. This study aimed to test for sex differences in the association between foetal growth indices and attention problems at age four, in a large, prospective birth cohort from a middle-income country. Methods: A total of 3,749 neonates from the 2004 Pelotas birth cohort (Brazil) with foetal growth indices collected at birth [low birthweight (LBW), small-for-gestational age (SGA), head circumference (HC), head circumference-to-abdominal circumference ratio (HC/AC) and ponderal index (PI)], were assessed for attention problems using the Child Behaviour Checklist at age four. Ordinal logistic regression with successive adjustment for maternal, demographic, gestational, perinatal and child nutrition/mother-child morbidity, was conducted separately for girls and boys. Results: In girls, attention difficulties were associated with being born SGA (OR = 1.40, CI = 1.08-1.82, p = 0.012), with a small HC (OR = 1.52, CI = 1.11-2.08, p = 0.009), or with a low PI (OR = 1.29, CI = 1.08-1.54, p = 0.005). There were no associations identified between attention difficulties and any foetal growth indices in boys. Conclusions: Our results show that girls with impaired foetal growth may be particularly at risk of attention difficulties in childhood. This is consistent with emerging research that female foetuses may be more vulnerable to certain suboptimal intrauterine environments, inducing epigenetic changes that lead to disturbed growth and long-term developmental impairment.