COVID-19 limitation strategies have led to widespread school closures around the world. The present study reports children’s mental health and associated factors during the COVID-19 school closure in France in the spring of 2020. We conducted a cross-sectional analysis using data from the SAPRIS project set up during the COVID-19 pandemic in France. Using multinomial logistic regression models, we estimated associations between children’s mental health, children’s health behaviors, schooling, and socioeconomic characteristics of the children’s families. The sample consisted of 5702 children aged 8–9 years, including 50.2% girls. In multivariate logistic regression models, children’s sleeping difficulties were associated with children’s abnormal symptoms of both hyperactivity-inattention (adjusted Odds Ratio (aOR) 2.05; 95% Confidence Interval 1.70–2.47) and emotional symptoms (aOR 5.34; 95% CI 4.16–6.86). Factors specifically associated with abnormal hyperactivity/inattention were: male sex (aOR 2.29; 95% CI 1.90–2.76), access to specialized care prior to the pandemic and its suspension during school closure (aOR 1.51; 95% CI 1.21–1.88), abnormal emotional symptoms (aOR 4.06; 95% CI 3.11–5.29), being unschooled or schooled with assistance before lockdown (aOR 2.13; 95% CI 1.43–3.17), and tutoring with difficulties or absence of a tutor (aOR 3.25; 95% CI 2.64–3.99; aOR 2.47; 95% CI 1.48–4.11, respectively). Factors associated with children’s emotional symptoms were the following: being born pre-term (aOR 1.34; 95% CI 1.03–1.73), COVID-19 cases among household members (aOR 1.72; 95% CI 1.08–2.73), abnormal symptoms of hyperactivity/inattention (aOR 4.18; 95% CI 3.27–5.34) and modest income (aOR 1.45; 95% CI 1.07–1.96; aOR 1.36; 95% CI 1.01–1.84). Multiple characteristics were associated with elevated levels of symptoms of hyperactivity-inattention and emotional symptoms in children during the period of school closure due to COVID-19. Further studies are needed to help policymakers to balance the pros and cons of closing schools, taking into consideration the educational and psychological consequences for children.