The evidence for a link between sleep and cardiometabolic risk factors in children and adolescents is accumulating; however, the literature has not yet been reviewed. Seventy-five studies investigating associations between sleep variables and measures of abdominal adiposity, glucose homeostasis, blood lipids, blood pressure (BP), and inflammatory markers were included in the present review. The current evidence indicates that inadequate sleep may play a role in cardiometabolic risk at a later age for children and adolescents. Most compelling is the evidence for an association between inadequate sleep and abdominal adiposity, decreased insulin sensitivity as well as high BP, whereas the evidence for potential links between sleep and blood lipids as well as inflammatory markers is less convincing. It should, however, be noted that the majority of studies linking sleep with cardiometabolic outcomes are cross-sectional in nature, and sleep is often assessed using parent or self-report. We suggest that future studies should investigate longitudinal associations between sleep and cardiometabolic risk factors with the use of objective sleep measurements conducted for several days, including weekdays and weekend days, at multiple time points over time. Meanwhile, based on the available evidence, we recommend that children and adolescents get adequate amounts of good sleep in a regular pattern.