Maternal anxiety during pregnancy is associated with adverse foetal, neonatal, and child outcomes, but biological mechanisms remain unclear. Altered foetal DNA methylation (DNAm) has been proposed as a potential underlying mechanism. In the current study, we performed a meta-analysis to examine the associations between maternal anxiety, measured prospectively during pregnancy, and genome-wide DNAm from umbilical cord blood. Sixteen non-overlapping cohorts from 12 independent longitudinal studies of the Pregnancy And Childhood Epigenetics Consortium participated, resulting in a combined dataset of 7243 mother-child dyads. We examined prenatal anxiety in relation to genome-wide DNAm and differentially methylated regions. We observed no association between the general symptoms of anxiety during pregnancy or pregnancy-related anxiety, and DNAm at any of the CpG sites, after multiple-testing correction. Furthermore, we identify no differentially methylated regions associated with maternal anxiety. At the cohort-level, of the 21 associations observed in individual cohorts, none replicated consistently in the other cohorts. In conclusion, contrary to some previous studies proposing cord blood DNAm as a promising potential mechanism explaining the link between maternal anxiety during pregnancy and adverse outcomes in offspring, we found no consistent evidence for any robust associations between maternal anxiety and DNAm in cord blood. Larger studies and analysis of DNAm in other tissues may be needed to establish subtle or subgroup-specific associations between maternal anxiety and the foetal epigenome.