Stress, anxiety and depression are raised amongst parents of children with a developmental disorder. However, the processes by which stress leads to depression and anxiety are poorly understood. In a cross-sectional survey, levels of parental stress, depression and anxiety were compared between parents of children with an autistic disorder, children with Down's syndrome and children with no disorder (N = 619) and the mediational role of locus of control was examined. Anxiety and depression were higher in parents of children with a disorder, and highest in parents of children with autism. Locus of control was more external in parents of children with autism. Locus of control failed to mediate the relationship between stress and both anxiety and depression in parents of children with a disorder. This suggests that help for parents of a child with a disorder may be effective if focused on the sources of stress rather than perceived control over events. (Contains 4 tables.)