Adverse childhood experiences can have far-reaching implications for later mental health, including in parenthood. Research suggests that childhood adversity is a risk factor for later parenting stress, yet the underlying mechanisms are only just being uncovered. Uncovering these mechanisms is important to diminish heightened levels of parenting stress and thereby reduce adverse effects of elevated parenting stress on child and parent outcomes. In a cross-sectional study using a sample of mothers of 2–10 month-old infants (N = 367) we first examined depressive symptoms as a mediator, and then, the indirect effect of adult attachment through depressive symptoms between childhood adversity and parenting stress. Results showed that the effect of childhood adversity on parenting stress was mediated by an indirect pathway through depressive symptoms alone, and an indirect pathway of adult attachment through depressive symptoms. The indirect effect of adult attachment through depressive symptoms was found to be stronger than the indirect effect of depressive symptoms alone, supporting the hypothesis that adult attachment insecurity together with depressive symptoms are particularly important risk factors to be considered in this relationship. Results suggest that childhood adversity is a risk factor for parenting stress, and not a determinant of later parenting stress per se. Instead, mediators in this association, adult attachment, and depressive symptoms, were identified as potential targets of intervention to prevent negative effects of childhood adversity on parenting stress. A limitation of the study lies in its cross-sectional design. Future studies should examine these associations longitudinally to allow for interpretation of causality.