In recent years, with the rapid development of China's economy and the acceleration of urbanization, the scale of the migrant population has been expanding continuously. Among them, the number of preschool children aged between zero and five years is huge and increases year by year. However, the current domestic studies of migrant children focus mainly on children in compulsory education, and the empirical research on migrant preschool children is extremely scarce. Therefore, current research needs to be improved in the following areas: pay attention to the group of migrant preschool children, carry out research related to psychological development and education, and explore the development characteristics and underlying mechanisms of migrant preschool children. According to the Family Stress Model, family financial difficulties foreshadow greater financial stress for parents, which can lead to a range of emotional distress, such as parental depression, anxiety, etc., further family conflicts, as well as harsh and low-warm parenting styles, and eventually lead to the internalization and externalization problem behaviors of children. Therefore, a key feature of FSM is to recognize that socioeconomic disadvantage affects children's development through the negative effects on variables such as child-parent relationship and family resilience. Based on Family Stress Models, Ecological Systems Theory, and Family Systems Theory, 428 migrant preschool children and their parents from 19 kindergartens completed the Family Socioeconomic Status Assessment, the Shortened Chinese Version of the Family Resilience Assessment Scale, the Child-Parent Relationship Scale, and the Strengths and Difficulties Questionnaire. The results showed that: (1) family socioeconomic status was significantly correlated with problem behaviors (2) family resilience and child-parent relationship played significant mediating roles between family socioeconomic status and problem behaviors. Specifically, there were three paths that family socioeconomic status to influence problem behaviors: one was the mediating role of family resilience; the second was the mediating role of child-parent relationship; the third was the chain-mediated role of both family resilience and child-parent relationship. In all, the present study focuses on migrant preschool children and confirms the independent and chain mediating effects of family resilience and child-parent relationship between family socioeconomic status and migrant preschool children’s problem behaviors. At the same time, it is found that the mechanism of family socioeconomic status on internalization and externalization of migrant preschool children is different, which needs to be considered separately in future research and intervention. In view of the fact that the family socioeconomic status is not easy to change, it is necessary to pay attention to and improve the family resilience and child-parent relationship to avoid the cumulative risk for the development of migrant preschool children. This study enriches the research results in the field of problem behaviors and provides a theoretical basis for the prevention and intervention of migrant preschool children’s problem behaviors.