This longitudinal study examined the links between child aggression and parenting stress over 4 years. Child aggression was hypothesized to contribute to parenting stress, which should increase aggression. Parents and teachers of 239 German children aged between 6 and 15 years completed measures of child aggression at Time 1 and Time 3, complemented by children's self‐reports of aggression at Time 3. Parents rated their child‐focused and parent‐focused stress at an intermediate measurement Time 2. Child‐focused stress mediated the path from Time 1 to Time 3 aggression in boys and girls, whereas parent‐focused stress was unrelated to Time 3 aggression. The findings help to understand the continuity of aggressive behavior in childhood and adolescence and highlight the need to intervene early with families susceptible to parenting stress.