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Prenatal stress (PS) has been related to altered hypothalamic-pituitary-adrenal (HPA) axis activity later in life. So far, studies in children assessing HPA axis functioning have focused on salivary cortisol, reflecting daytime activity. The present work is part of a prospective study and aims to extend knowledge about the association between PS and HPA axis regulation in children. To do so, we investigated cortisol, cortisone, and the ratio cortisone/(cortisone + cortisol) in the first morning urine of 45-month-old children in relation to several measures of maternal stress during pregnancy. Urinary cortisol and cortisone were measured by online turbulent flow chromatography coupled with high performance liquid chromatography-tandem mass spectrometry. PS was defined as: perceived stress for aim 1 (Perceived Stress Scale; n = 280); presence of self-reported (n = 371) and expert-rated psychopathology for aim 2 (Mini International Neuropsychiatric Interview; n = 281); continuous measures of anxiety and depression for exploratory aim 3 (State-Trait Anxiety Inventory and Edinburgh Postnatal Depression Scale; n = 280). The ratio cortisone/(cortisone + cortisol) as a global marker for the balance between the enzymes metabolizing cortisol to cortisone and vice versa (11 beta-hydroxysteroid dehydrogenases type 1 and 2; 11 beta-HSD1 and 2) was not associated with any measure of maternal PS (aims 1-3). The present study provides insight into possible programming effects of PS on nocturnal HPA axis activity and a proxy of 11 beta-HSD in a large sample. The results suggest that the nocturnal rate of cortisol production is lower in children exposed to PS, but do not support the hypothesis of divergent 11 beta-HSD activity.