Childhood anxiety disorders (CAD) are a common childhood mental disorder and understanding early developmental pathways is key to prevention and early intervention. What is not understood is whether early life stress predictors of CAD might be both mediated by infant cortisol reactivity and moderated by infant attachment status. To address this question, this exploratory study draws on 190 women recruited in early pregnancy and followed together with their children until 4 years of age. Early life stress is operationalized as maternal depression measured using the Structured Clinical Interview for the DSM, Childhood Trauma Questionnaire, Parenting Stress Index, and antenatal maternal hair cortisol concentrations. Infant cortisol reactivity was measured at 12 months together with the Strange Situation Procedure and CAD assessed at 4 years of age using the Preschool Age Psychiatric Assessment. There was no direct association between attachment classification and CAD. Furthermore, infant cortisol reactivity neither mediated nor attachment moderated the association of early life stress predictors and CAD. However, only for infants with organized attachment classifications, higher maternal antenatal depression, and hair cortisol were associated with a higher risk of CAD.