The last two decades have seen research on early life experiences expand to include the prenatal environment and, more specifically, examination of the effects of prenatal maternal mental health on foetal and infant development. Cortisol, the hormonal end product of the Hypothalamic Pituitary Adrenal (HPA) Axis, has been identified as one mechanism associated independently with stress, pregnancy and mental health, which can account for changes during foetal development. In the postpartum, these early life experiences may serve as protective or risk factors for the infant. The longitudinal study conducted here examined nulliparous pregnant women (N = 40, Mage = 30.5, SD = 5.27) and their infants commencing during the first trimester of pregnancy until 12 months after birth, with the aim of identifying potentially modifiable mother-infant characteristics associated with mothers' mental health, infant stress physiology and attachment. The longitudinal study was subdivided into four studies. First, in Study 1A, concurrent and prospective associations between maternal stress (cortisol and self-report of daily stress), coping, and mental health were examined across the three trimesters of pregnancy. Mothers completed questionnaires and gave saliva samples during each trimester of pregnancy and overall the findings showed the important role of coping in modulating baseline cortisol levels and anxiety in the face of daily stressors during pregnancy.