A few studies have shown a direct association between maternal and child hair cortisol concentrations (HCC), but the potential correlations within paternal–child and maternal–paternal dyads are not clear from the current evidence. Thus, we aimed to thoroughly examine associations between family members HCC. We conducted a cross-sectional study based on 159 children and their parents (159 mothers and 159 fathers) participating in the Danish Healthy Start Study. Information was available on HCC from both children, mothers and fathers, as well as on several sociodemographic factors. First, Pearson's correlation coefficients were applied to assess crude correlations between family members’ HCC. Secondly, analysis of covariance, adjusted for covariates, was applied to estimate child mean HCC in quartiles of maternal and paternal HCC, and mean paternal HCC in quartiles of maternal HCC. Our results showed direct associations between HCC of all family members. We found statistically robust correlations between maternal and child HCC (r = 0.33; P < 0.001), paternal and child HCC (r = 0.37; P < 0.001) and between maternal and paternal HCC (r = 0.31; P < 0.001). Similar results were found when adjusting for covariates in analyses of covariance. Our data provides evidence of associations between family members' HCC. However, we were unable to determine the extent to which these associations were due to shared genetics, assortative mating or environmental factors.