Depression runs in families and is considered a stress-related disorder. Familial risk for depression may be transmitted via deregulated psychophysiological stress responses from parent to child. In this study, we examined the association between self-assessed lifetime parental depressive problems (PDP) and adolescent offspring’ cortisol responses to a social stress test. Data were collected as part of the third assessment wave of TRAILS (TRacking Adolescents’ Individual Lives Survey), a large prospective population study of Dutch adolescents. Data of 330 adolescents (mean age 16.04; 40.9% girls) who participated in a laboratory session, including a standardized performance-related social stress task (public speaking and mental arithmetic) were examined. Four saliva cortisol samples were collected before, during and after the social stress task which were analyzed with repeated measures Analysis of Variance. Lifetime parental depressive problems were assessed by self-reports from both biological parents. PDP was associated with daughter’ cortisol responses (F(3,133) = 3.90, p = .02), but no association was found in sons (F(3,193) = 0.27, p = .78). Girls whose parents ever experienced depressive symptoms displayed a blunted cortisol response to the standardized social stress test, while girls whose parents never had such problems displayed the characteristic curvilinear response pattern. This effect was not mediated by offspring stress history (age 0 to 16). Analyses were corrected for smoking behaviour and adolescent depressed mood. The fact that PDP were measured by self-report questionnaires and did not reflect clinical DSM-IV diagnosis could be considered a limitation of the study.