Prenatal maternal stress (PMS) induces life-long effects in offspring. Accumulating evidence suggests that these effects can be transmitted across generations. Although multigenerational effects (F0 mother to F2 grand-offspring) of PMS have been demonstrated in different species, transgenerational transmission (F0 mother to F3 great-grand-offspring) has been less explored. We showed previously in the Japanese quail that PMS increased F1 offspring’s emotional reactivity related to epigenetic marks levels in their brain and to modulation of testosterone concentrations in eggs from which they hatched. Here, we evaluated the multi- and transgenerational effects of PMS by analysing the emotional reactivity of the F2 and the F3 offspring. We also investigated the mechanisms potentially involved in the transmission of PMS across generations by analysing the hormonal composition of F1 and F2 eggs and by studying histone post-translational modifications in F3 brains. We showed that PMS increased the neophobia of F2 offspring and F3 females’ offspring. We also observed modulations of androgens levels in F1 and F2 eggs but no modifications of the level of histone post-translational modification in F3 brains. Although the mechanisms involved in PMS transmission still need to be explored, our results demonstrate a multi- and transgenerational behavioural effect of PMS in birds.