Challenging parenting behaviour (CPB) refers to parental encouragement of behaviours where children push their own limits through engaging them engage in safe risks, such as rough-and-tumble play (Bögels & Phares, 2008). Preliminary evidence suggests that CPB reduces the risk of child anxiety however, little is known about the relationship between CPB and specific forms of anxiety disorders and the factors that influence this relationship. The present study aims to examine current maternal and paternal CPB in relation to symptoms of generalised anxiety disorder (GAD) and social anxiety disorder (SAD) in emerging adulthood, and to identify whether intolerance of uncertainty (IU) and cognitive avoidance (CA) sequentially mediate this relationship. A sample of 190 UK-based adults (aged 18–25) completed a battery of online self-report measures. Greater maternal CPB, but not paternal CPB, was found to predict lower symptoms of SAD, but not GAD. IU and CA did not sequentially mediate the relationship between CPB and symptoms of GAD or SAD. This study suggests that CPB may be associated with certain forms of anxiety disorders such as SAD, but further investigation is needed to understand the mechanisms between CPB and anxiety in young people.