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Objective: The purpose of the study is to examine the mediation of children’s sleep duration and the moderated mediation of family integrity in the longitudinal associations between parents’ marital conflict and children’s affective problems. Methods: This study included elementary school students’ data from a total of 1,275 households. Using the Korean Child Panel Survey, the associations between parents’ marital conflict (8th wave, 1st grade) and children’s affective problems (10th wave, 2nd grade) were tested, followed by a test of mediation by children’s sleep duration (9th wave, 3rd grade) and a test of moderated mediation by family integrity (8th wave, 1st grade). Results: Controlling for gender and household monthly income, a partial mediation of children’s sleep duration was found for both mothers’ and fathers’ reports. The moderated mediation of family integrity was not significant, but family integrity moderated the association between parents’ marital conflict and children’s sleep duration for mothers’ reports. Conclusions: This study provides evidence and calls for the need to develop prevention and intervention strategies considering the mediating role of children’s sleep duration in the relationship between parents’ marital conflict and children’s affective problems. The protective role of family integrity also requires further investigation.