Early onset of internalizing and externalizing behavior problems is associated with persistent and more severe academic, social, and mental health challenges later in life. Understanding the factors that increase children's risk of developing these behavior problems prior to the start of formal school is important for preventing their emergence and mitigating their effects. Using data from the Early Childhood Longitudinal Study Kindergarten Class of 2010-2011 (ECLS-K 2011), this study investigated how individual student demographic characteristics (i.e., gender, race/ethnicity, family SES) predict internalizing and externalizing behaviors at the start of kindergarten and whether geographic locale (i.e., city, suburb, town, rural) might moderate these relationships. Path analyses revealed that internalizing and externalizing behaviors were stable across the kindergarten year and that students' levels of externalizing behaviors in the fall positively predicted internalizing behaviors in the spring. Results also showed that, at kindergarten entry, boys showed higher rates of externalizing and internalizing behaviors compared to girls, Black children showed higher rates of externalizing behaviors, but lower rates of internalizing behaviors compared to White children, and SES negatively predicted both forms of behavior problems. Moderation analyses revealed that risks of entering kindergarten with elevated rates of behavior problems varied across locales for boys, Black children, and children from low SES families. Implications for policy and practice are also discussed.