Experts said the reasons for the finding are not certain, and no one knows whether "interventions" to soothe preemies' crying would ward off behaviour issues later.
"In many ways, this study raises more questions than it answers," said Dr Andrew Adesman, chief of developmental and behavioural paediatrics at Steven & Alexandra Cohen Children's Medical Centre in New Hyde Park, New York.
Parents and paediatricians should pay attention to preemies' "excessive crying", said Adesman, who was not involved in the study.
But that won't necessarily lead to a better-behaved preschooler, he added.
For the study, child psychiatrist Riikka Korja and colleagues at Turku University Hospital in Finland followed 180 premature infants delivered at their hospital. The babies were all born at a very low birth weight – less than 1 500 grams, or 3.3 pounds.
Parents kept diaries to record how often, and for how long, their baby cried each day. Then when their child was 3 or 4 years old, they completed standard questionnaires that gauge behaviour issues – such as rule-breaking and problems getting along with other kids.
Read: Colic – The facts
Overall, the study found that the more infants cried each day, the higher their scores on problem behaviours at preschool age. That link was especially strong when the researchers focused on crying at the age of 5 months – which is beyond the age where "colic" (crying for hours a day) is common.
At 5 months, babies in the study were crying for a little more than an hour per day, on average. According to Korja's team, the findings suggest that 5-month-olds who are crying more often than the norm may have higher odds of behaviour problems later.
But another expert cautioned that prolonged crying does not mean your child is doomed to have serious behaviour issues.
Most kids in the study had behavioural scores that were within the range of "normal", said Dr Katherine Steingass of Nationwide Children's Hospital in Columbus, Ohio.
"Just because your baby is crying a lot does not mean they're going to have significant behavioural problems," said Steingass, who was not involved in the study.
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