The quality of parent–child relationships plays a significant role in the development of child anxiety, especially regarding aspects of parental control, intrusive behavior, and a lack of warmth. Nevertheless, the underlying mechanisms of these parenting behaviors that are associated with the risk of child anxiety have yet to be revealed. The present study aims to examine the contribution of a cognitive aspect of parenting, i.e., openness to different ways of thinking, to the development of child anxiety through its impact on parenting style. A sample of 300 Israeli parents (72% women) over the age of 18 (M = 38.8, SD = 6.2), with at least one child over the age of 6 (M = 13.3, SD = 5.5 of oldest child), was recruited through social media platforms. Participants provided demographic information and filled out self-reported questionnaires dealing with child anxiety (using the Child Behavior Checklist), openness to different ways of thinking (using the Interpersonal Reactivity Index), and parenting style (using the Parental Behavior Inventory). The analysis confirmed the mediation role of hostile/coercive parenting style in the association between parental openness to different ways of thinking and child anxiety. However, the association between supportive/engaged parenting and child anxiety was non-significant. Apparently, openness to different ways of thinking allows for parents to consolidate parenting that does not resort to coercive and hostile behaviors, control, obedience, and severe strictness. As a result, the child develops self-regulation and coping mechanisms that reduce the risk for developing anxiety.