Prenatal stress has been shown to alter brain development in utero resulting in offspring with reduced cognitive and coping abilities in response to stress. Stressful events experienced by sows during gestation could possibly increase the anxiety levels or reduce the coping ability of their offspring, resulting in long term welfare consequences for the offspring. The objective of this research was to determine the effects of prenatal stress on coping and cognition of piglets. Sows were challenged with adrenocorticotropic hormone (ACTH; 100 IU) 3 times a week during the last five weeks of gestation (ACTH; n = 10) or control handled (HAN; n = 10). The female offspring from the ACTH (PNS; n = 20) and HAN (CON; n = 20) sows were put through a back test to measure coping ability at 5 days of age. At 6 weeks of age blood was taken from PNS and CON pigs to measure cortisol. At 6 and 10 weeks of age, PNS and CON pigs were run through two different maze tests to measure learning and memory. Data were analyzed using the MIXED and NPAR1WAY procedures of SAS. There was no difference in birth weights, weaning weights, or baseline cortisol concentrations between PNS and CON piglets. During the back test, escape attempts did not differ between PNS and CON pigs, but PNS pigs tended (P = 0.057) to vocalize more than CON pigs (CON: 1.1 ± 1.7; PNS: 2.0 ± 1.9). Latency to navigate maze I did not differ between treatments. When pigs were run through maze II, PNS pigs tended (P = 0.053) to be quicker reaching the reward than CON pigs (CON: 286.9 ± 37.2; PNS: 183.2 ± 37.2 seconds). Elevated cortisol concentrations in utero may modify the coping and cognitive ability of the offspring.