This study compares the socio-emotional problems experienced by deaf and hard of hearing (DHH) students with those of hearing students in Ethiopia. The research involved a sample of 103 grade 4 students attending a special school for the deaf, a special class for the deaf and a regular school. Socio-emotional problems were measured using Goodman's self-report measure, the Strengths and Difficulties Questionnaire for children and adolescents. Participants were selected from seven towns in Ethiopia. The results show that, compared to the hearing sample, the DHH students experienced more severe socio-emotional problems across all dimensions, regardless of whether they were in special classes or special schools. The DHH children reported that socio-emotional difficulties interfered with their home lives, friendships, classroom learning, and ability to get along with the people around them. The DHH students scored higher in the externalising behavioural domains than did the hearing students. There was no statistically significant difference between the DHH students in the special school and special class settings. The results show that DHH children expressed great concern about their socio-emotional difficulties. Teachers and other professionals need to raise their awareness about DHH issues in order to help these children overcome their challenges.