The prevalence of childhood stress and psychosomatic and emotional symptoms (PES) has increased in parallel, indicating that adverse, stressful circumstances and PES in children might be associated. This study describes the prevalence of PES in European children, aged 4–11 years old, and examines the relationship among PES, negative life events (NLE) and familial or social adversities in the child’s life. Parent-reported data on childhood adversities and PES was collected for 4,066 children from 8 European countries, who participated in the follow-up survey of IDEFICS (2009–2010), by means of the ‘IDEFICS parental questionnaire’. A modified version of the ‘Social Readjustment Rating Scale’, the ‘KINDL Questionnaire for Measuring Health-Related Quality of Life in Children and Adolescents’ and the ‘Strengths and Difficulties Questionnaire’ were incorporated in this questionnaire, as well as questions on socio-demographics, family lifestyle and health of the child. Chi-square analyses were performed to investigate the prevalence of PES among survey centres, age groups and sex of the child. Odds ratios were calculated to examine the childhood adversity exposure between PES groups and logistic regression analyses were conducted to investigate: (a) the contribution of the number and (b) the specific types of experienced adversities on the occurrence of PES. 45.7% of the children experienced at least one PES, with low emotional well-being during the last week being most frequently reported (38.2%). No sex differences were shown for the prevalence of PES (P = 0.282), but prevalence proportions rose with increasing age (P < 0.001). Children with PES were more frequently exposed to childhood adversities compared to children without PES (e.g. 13.3 and 3.9% of peer problems and 25.4 and 17.4% of non-traditional family structure in the PES vs. no PES group, respectively, P < 0.001). An increasing number of adversities (regardless of their nature) was found to gradually amplify the risk for PES (OR = 2.85, 95% CI = 1.98–4.12 for a number of ≥3 NLE), indicating the effect of cumulative stress. Finally, a number of specified adversities were identified as apparent risk factors for the occurrence of PES, such as living in a non-traditional family structure (OR = 1.52, 95% CI = 1.30–1.79) or experiencing peer problems (OR = 3.55, 95% CI = 2.73–4.61). Childhood adversities were significantly related to PES prevalence, both quantitatively (i.e. the number of adversities) and qualitatively (i.e. the type of adversity). This study demonstrates the importance and the impact of the child’s family and social context on the occurrence of PES in children younger than 12 years old.