I have a self referencing entity based on the table "Module" which has this definition for the field 'ChildModules':

Returns a typed collection with one or more instances of the entity 'Module' which are directly related to the instance of the entity 'Module' where Module.ModulePk=Module.ParentModuleFk

I populate a EntityCollection via a simple linq query:

            var q = (ILLBLGenProQuery)from r in linq.Module
                                      select r;
            return q.Execute<EntityCollection<ModuleEntity>>();

I databind this to a DevEx Tree and it looks correct, with heirachical data.

However, the field **ChildModules **is always empty.

Do I need to 'fill' this child collection in some way?

Sure. You should use LINQ2LLBL PrefetchPaths. Please read the section that link point to, so you could decide if you want to use PathEdges or LambdaExpressions.