There is consensus that child socio-emotional development is influenced by various contexts, such as the family one. Research on influencing factors on child socio-emotional skills mainly investigated the effects of home learning environment, whereas the effects of out-of-home activities were often analysed mainly in samples of adolescents. The present study aimed to shed light on effects of preschool home learning environment and out-of-home activities on two facets of socio-emotional skills at the beginning of primary school: Prosocial behaviour and peer relationships. The information on the child prosocial behaviour and peer relationships at preschool age was included with the aim to control for most of the differences across children. Using data from a large sample of children (N = 1,818; Mage = 7.08 years, SD = 0.15; 49.9% girls), results of regression analyses show significant effects of out-of-home activities on prosocial behaviour after controlling a range of child- and family-related influencing factors on prosocial behaviour as well as prosocial behaviour at preschool age. The effects of home learning environment were significant after controlling a range of child- and family-related influencing factors on both facets of socio-emotional skills but became nonsignificant after taking into account respective behaviour at preschool age. The results of the present study suggest that fostering participation in out-of-home activities might contribute to an increase of prosocial behaviour in primary school children.