This study examined 1337 children or adolescents from various educational stages (primary, junior, and senior high school levels) along with their parents. First, we examined the effects of parental education anxiety, children's academic anxiety, children's self‐academic achievement expectation, and parental self‐blame on the progression of children and adolescents. Moreover, we investigated the interactions between parental education anxiety and children's academic anxiety. Additionally, the potential mediating influences exerted by children's self‐academic achievement expectation and parental self‐blame were explored within distinct phases of childhood and adolescence. The results showed that: (1) As children and adolescents grow older, their academic anxiety levels tend to rise. In comparison to primary school students, junior high school students exhibited higher self‐academic achievement expectation, whereas senior high school students showed diminished ones; (2) Parental education anxiety was a significant predictor of their children's academic anxiety; (3) The transmission of education anxiety across generations was influenced by the mediating role of children's self‐academic achievement expectation; (4) The mediating impact of children's self‐academic achievement expectation was significant in junior and senior high school, while its significance was not observed in primary school; (5) The intergenerational transmission of education anxiety was mediated through parental self‐blame; (6) The mediating effect of parental self‐blame was noteworthy in primary and junior high school, but the latter half path of parental self‐blame did not attain significance in senior high school. This results verified the intergenerational transmission of education anxiety, affirming the substantial positive predictive link between parental education anxiety and children's academic anxiety. Notably, children's self‐academic achievement expectation emerged as mediators during junior and senior high school, whereas parental self‐blame played a mediating role during primary and junior high school.