Fetal exposure to high levels of glucocorticoids programs long-term changes in the physiologic stress response and behaviours. However, it is not known whether effects manifest in subsequent generations of offspring following maternal (MT) or paternal (PT) transmission. We treated pregnant guinea pigs with three courses of saline or synthetic glucocorticoid (sGC) at a clinically relevant dose. Altered cortisol response to stress and behaviours transmitted to juvenile female and male F2 and F3 offspring from both parental lines. Behavioural effects of sGC in F1-F3 PT females associated with altered expression of genes in the prefrontal cortex and hypothalamic paraventricular nucleus (PVN). Exposure to sGC programmed large transgenerational changes in PVN gene expression, including type II diabetes, thermoregulation, and collagen formation gene networks. We demonstrate transgenerational programming to F3 following antenatal sGC. Transmission is sex- and generation-dependent, occurring through both parental lines. Paternal transmission to F3 females strongly implicates epigenetic mechanisms of transmission.