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Higher anxiety and depression in females becomes more pronounced in the transition from childhood to adolescence. Although previous research indicates that parental anxiety may predict anxiety and depression more strongly in girls than boys, there is a lack of longitudinal research investigating these relationships. The current study utilized longitudinal data (N = 940) to investigate our hypotheses that 1) mothers’ and fathers’ anxiety (at child age 7) would be more strongly associated with symptoms of adolescent anxiety and depression in girls than in boys, and 2) that greater increases in both mothers’ and fathers’ anxiety (from child age 7 to child age 15) would be more strongly associated with symptoms of adolescent anxiety and depression in girls than in boys. Structural equation modeling results indicated that higher mothers’ anxiety at child age 7, as well as higher increases in fathers’ anxiety (from child age 7 to child age 15), were associated with girls’ anxiety and depression at age 15, but not boys’ anxiety and depression at age 15. There were no child gender differences found in the associations between 1) fathers’ anxiety at child age 7 and child anxiety and depression at child age 15, or 2) change in mothers’ anxiety (from child age 7 to child age 15) and child anxiety and depression at child age 15. These results highlight important gender differences that may influence the development of anxiety and depression in adolescence.