This study investigated the mediation role played by children’s executive function in the relationship between exposure to mild maternal depressive symptoms and problem behaviors. At ages 2, 3, and 6years, 143 children completed executive function tasks and a verbal ability test. Mothers completed the Beck Depression Inventory at each time-point, and teachers completed the Strengths and Difficulties Questionnaire at child age 6. Longitudinal autoregressive mediation models showed a mediation effect that was significant and quite specific; executive function (and not verbal ability) at age 3 mediated the path between mothers’ depressive symptoms (but not general social disadvantage) at the first time-point and children’s externalizing and internalizing problems at age 6. Improving children’s executive functioning might protect them against the adverse effects of exposure to maternal depressive symptoms.