How do you say it?
usually a child

He doesn't listen to me, He doesn't do what I say, or he's doing the opposite.

If I say,
Don't be stubborn with me.
Is it OK?
Or , what do you say?

Question

How do you say it?
usually a child

He doesn't listen to me, He doesn't do what I say, or he's doing the opposite.

If I say,
Don't be stubborn with me.
Is it OK?
Or , what do you say?

Answer

It's fine.  This question is sort of wide open and could have any number of answers; it just depends on exactly what you wish to say to the child.  
You could say something more like "You should do what I tell you," or "Listen to what I say."  
Or, you could simply repeat whatever it is you wanted the child to do.  "Go clean your room," for example.