Background: Evolutionary hypotheses predict that male fetuses are more vulnerable to poor maternal conditions than females (Sex-biased Maternal Investment), but that the adaptive female fetus, with a more responsive hypothalamic-pituitary-adrenal (HPA) axis, is put at later risk of glucocorticoid mediated disorders where there is a mismatch between fetal and postnatal environments (Predictive Adaptive Response). Self-report measures of prenatal and postnatal depression and maternal report of child anxious depressed symptoms at 2.5, 3.5 and 5.0 years were obtained from an extensive sample of first time mothers recruited from the general population (N = 794). Salivary NR3C1 1-F promoter methylation was assayed at 14 months in an intensive subsample (N = 176) stratified during pregnancy by psychosocial risk. Generalised structural equation models (SEM) were fitted and estimated by maximum likelihood to allow inclusion of participants from both intensive and extensive samples. Results: Postnatal depression was associated with NR3C1 methylation and with anxious-depressed symptoms in the daughters of mothers lacking the hypothesised protective effect of high prenatal depression (prenatal-postnatal depression interaction for methylation, p =.00001; for child symptoms, p = .011). In girls, NR3C1 methylation mediated the association between maternal depression and child anxious-depressed symptoms. The effects were greater in girls than boys, and the test of the sex differences in the effect of the prenatal-postnatal depression interaction on both outcomes gave χ2(2) = 5.95 (p=.051). Conclusions: This is the first study to show in humans that, as a result of sex-biased reproductive investment and fetal adaptation, epigenetic and early behavioural outcomes may arise through different mechanisms in males and females. Epigenetic effects at the NR3C1 promoter mediated mismatch between prenatal and postnatal maternal conditions and child anxious-depressed symptoms, specifically in females.