The parent–child relationship has been recognized as an important micro-ecological context that is thought to influence child anxiety and depression. Much contemporary research has examined child-reports of broad parenting behaviors (e.g., rejection, overprotection) and has overwhelmingly focused on the mother–child relationship. Little research has examined specific parenting behaviors that may be associated with child anxiety and depression, and whether these processes are similar for mothers and fathers and boys and girls. Using a parent–child interaction task, we examined associations among specific mother and father behaviors and child-reported general anxiety, social anxiety, and depression, and explored whether these associations were moderated by child gender. Participants were 90 children (50 % female) aged 9–12 years (Mage = 10.28, SD = 1.22), 90 fathers (Mage = 43.78, SD = 6.31) and 90 mothers (Mage = 40.67, SD = 4.97). Children completed measures of social anxiety, general anxiety, and depression. Families participated in a video-recorded blindly rated interaction task that provided indices of verbal and nonverbal rejection and controlling behaviors. Mothers’ physical takeovers (unsolicited physical assistance) were associated with greater child social anxiety and mothers’ denial of requests for reassurance were associated with greater child general anxiety. Fathers’ critical statements were associated with child-reported depression. Several child gender differences were noted. Findings from our study suggest that mothers’ and fathers’ specific parenting behaviors are differentially associated with children’s social anxiety, general anxiety and depression—and these processes may vary by child gender.