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Emotion dysregulation in early childhood is known to be associated with a higher risk of several psychopathological conditions, such as ADHD and mood and anxiety disorders. In developmental neuroscience research, emotion dysregulation is characterized by low neural activation in the prefrontal cortex during frustration. In this work, we report on an exploratory study with 94 participants aged 3.5 to 5 years, investigating whether behavioral measures automatically extracted from facial videos can predict frustration-related neural activation and differentiate between low- and high-risk individuals. We propose a novel multi-scale instance fusion framework to develop EarlyScreen - a set of classifiers trained on behavioral markers during emotion regulation. Our model successfully predicts activation levels in the prefrontal cortex with an area under the receiver operating characteristic (ROC) curve of 0.85, which is on par with widely-used clinical assessment tools. Further, we classify clinical and non-clinical subjects based on their psychopathological risk with an area under the ROC curve of 0.80. Our model's predictions are consistent with standardized psychometric assessment scales, supporting its applicability as a screening procedure for emotion regulation-related psychopathological disorders. To the best of our knowledge, EarlyScreen is the first work to use automatically extracted behavioral features to characterize both neural activity and the diagnostic status of emotion regulation-related disorders in young children. We present insights from mental health professionals supporting the utility of EarlyScreen and discuss considerations for its subsequent deployment.