Previous research and theory indicate an importance of the quality of the early caregiving environment in the development of self-regulation. However, it is unclear how attachment security and maternal sensitivity, two related but distinct aspects of the early caregiving environment, may differentially predict self-regulation at school start and whether a distinction between hot and cool executive function is informative in characterizing such predictions through mediation. In a 5-year longitudinal study (n = 108), we examined these associations using measures of maternal sensitivity and attachment security at 10–12 months, executive function at 4 years, and self-regulation at 6 years. Surprisingly, and despite methodological rigor, we found few significant bivariate associations between the study variables. We found no credible evidence of a longitudinal association between maternal sensitivity or attachment security in infancy and self-regulation at 6 years, or between executive function at 4 years and self-regulation at 6 years. The lack of bivariate longitudinal associations precluded us from building mediation models as intended. We discuss our null findings in terms of their potential theoretical implications, as well as how measurement type, reliability, and validity, may play a key role in determining longitudinal associations between early caregiving factors and later self-regulation and related abilities.