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A lot of women experience maternal distress during their pregnancy (stress, anxiety, depression). Extensive research shows that this may lead to more internalizing and externalizing problems in the offspring. By contrast, a positive mood, optimism, and mindfulness seem to have positive consequences for the offspring. An active coping strategy used by the mother could contribute to positive effects as well. However, this relationship is very complex and conclusions from research are not consistent. Based on data from a longitudinal study, we examined the relationship between maternal anxiety during pregnancy (in a typical, non-clinical sample) and offspring internalizing and externalizing problems. Pregnant women were recruited for this study in 1986, and these women and their offspring were monitored for 30 years. Anxiety and active coping during pregnancy were measured with the State-Trait Anxiety Inventory (STAI) and the Utrecht Coping List (UCL) respectively, when the mothers were 12 to 22 weeks pregnant. Offspring behavior at different ages was reported, using the Child Behavior Checklist (CBCL). Mothers, fathers, teachers, and the offspring itself filled out questionnaires when the offspring was 8, 14, 17, and 28 years old. The relationship between maternal anxiety during pregnancy and long-term offspring problems was investigated by means of Analysis of Variance (ANOVA). The role of various covariates (e.g., obstetric optimality, alcohol use, and smoking during pregnancy) was checked by adding them one by one to the model and tracking how this affects the relationship between maternal anxiety during pregnancy and offspring problems. In addition, a model with maternal active coping during pregnancy was also created to investigate its moderating role in this context. Results indicate that a positive link was systematically found between maternal anxiety during pregnancy and internalizing and externalizing problems in the offspring, as reported by the teacher. This effect is fairly robust when controlling for various covariates (except when controlling for active coping). For parental report and self-report, the link between maternal anxiety during pregnancy and offspring problems could not be found. A Fisher’s Exact Test showed the same results: The association is significant when reported by the teacher, but not when reported by the other respondents. Active coping seems to be a moderator between maternal anxiety during pregnancy and externalizing problems in the offspring (as reported by father and offspring), in case the covariate smoking during pregnancy is added to the model. We conclude that the current study only partially lends support to the hypothesis that maternal anxiety during pregnancy and long-term offspring problems are related, and to the hypothesis that active coping is a moderator. A limitation of our study is the small sample size, which lowers the power and makes it difficult to generalize the conclusions from this study. Further investigation in larger samples is necessary to validate the results of current study.