Background Although the relationship between maternal bonding and risk of offspring depression has been demonstrated, it is unclear whether this risk exists for subsequent generations. This study examines the association between maternal reports of her own mother's parenting and later risk of depression in offspring at age 18. Method This study is based on data from the Avon Longitudinal Study of Parents and Children. Mothers enrolled in the study, completed the Parental Bonding Instrument to provide an assessment of how they were parented by their own mothers up to the age of 16. Offspring depression was assessed at age of 18 using the Clinical Interview Schedule‐Revised. The sample comprised 10,405 respondents who had completed the Parental Bonding Instrument during the antenatal period. Results were adjusted for grandmother's history of depression, maternal depression, and a range of socioeconomic variables. Results A one standard deviation increase in mothers’ perceived lack of care in their own childhood was associated with a 16% increase in the odds of offspring depression at age 18 (odds ratios = 1.16, 95% confidence intervals = [1.04, 1.30]). This effect remained following adjustment for potential confounders (odds ratios = 1.14, 95% confidence intervals = [1.02, 1.27]). There was no evidence for an association between overprotection and offspring depression. Conclusions This study is consistent with the hypothesis that sensitive caregiving is important to future risk of depression across generations. Preventative interventions could be aimed at promoting positive parenting practices, which may help to reduce the risk of depression in subsequent generations.