Background: Excessive screen time in young children is associated with many harmful consequences including screen dependency. Research has shown a worrying prevalence of media-related dependency among adolescents and pre-school children. There are a few available questionnaires among adolescents but none for pre-school children. This study aimed to design and validate a questionnaire to assess screen dependency among pre-school children aged 4 to 6 years old. Methodology: A cross-sectional two-phase study was carried out to develop the scale. In phase 1, a preliminary parent-report measure questionnaire was developed in Bahasa Malaysia. Later, it was sent to four experts for content validity followed by face validity. In Phase 2, a total of 386 parents of pre-school children aged 4 to 6 years old, split into two samples, were involved in the field study for exploratory factor analysis (EFA) and confirmatory factor analysis (CFA). Result: Sample 1 was used to perform EFA to determine the factorial structure of the SDS. All items with a factor loading of >0.4 were included. Sample 2 was used to perform the CFA. RMSEA and CFI analysis showed that the SDS has a good fit and confirms the dimensional structure found via EFA. The final questionnaire consists of 15 items with a 4 factors’ structure and has excellent internal consistency reliability. Conclusions: The Screen Dependency Scale (SDS) is a reliable and valid questionnaire to detect screen dependency among pre-school children aged 4 to 6 years old in Malaysia.