Background/Objectives: The relationship between executive functions, special educational needs (SEN), and psychopathology in school-aged children is critical to the design of effective educational and therapeutic interventions. This study examines the connection between executive functions, SEN, schoolchildren's psychopathology, and parental mental health. The objectives were to describe the psychopathological profiles of schoolchildren, to analyze the psychopathological differences between students with and without SEN, and to know the mental health status of parents of children with SEN. Methods: A total of 123 schoolchildren with and without SEN, together with their parents, participated in the study. Validated instruments were used to assess executive functions and child psychopathology, and an ad hoc register was used to assess parental mental health. In addition, sociodemographic and clinical data were collected. Results: The results revealed that children with SEN showed a significantly more affected psychopathological profile compared to their peers without SEN in all areas assessed. In addition, parents of children with SEN reported higher levels of emotional overburden (r = 0.39, p < 0.01). Deficits in executive functions, such as inhibition (r = 0.41, p < 0.01), working memory (r = 0.37, p < 0.01), and cognitive flexibility (r = 0.33, p < 0.05), were also found to be related to greater psychopathological problems in children. Conclusions: These findings underscore the importance of considering both executive functions and psychopathological profiles in designing educational and therapeutic interventions for children with SEN. It is recommended that intervention programs should comprehensively address the educational and emotional needs of children, as well as the well-being of their parents, with a specific focus on improving executive functions and reducing psychopathological disorders.