The aim of this study was to examine the intergenerational effects of mother’s looming cognitive style and their behaviours on the development of children’s anxiety and depression. The looming cognitive style is characterized by a distinctive cognitive phenomenology and a tendency to construct mental scenarios and appraisals of unfolding threats and increasing danger. Research suggests a link between this style and anxiety. Given the inconsistency in linking the same style and depression, an attempt was made to define the conditions under which this link occurs by introducing a moderator variable of stressful life events. The study was conducted on 126 couples of mothers and children. The results confirm the hypothesis that the mother’s looming cognitive style has a contribution to the intergenerational transmission of anxiety, but also suggest its contribution to the explanation of depression. Children of mothers who had a more expressed looming cognitive style had higher levels of anxiety and depression. Parental behaviours including modelling and threat information transmission significantly predict the occurrence of anxiety in children. The established full mediation effect indicates that the mothers’ looming cognitive style has a significant effect on children’s anxiety only through maternal modelling. The mediating effect of maternal modelling in relation between maternal looming cognitive style and depression in children was also confirmed. The moderating effect of stressful life events in the relationship between maternal looming cognitive style and their children’s depression was not confirmed. The results indicate the importance of parental behaviours in the explanation of anxiety and depression symptoms in children.