Evidence is building for an association between the level of anxiety experienced by a mother during pregnancy and the cognitive development of her offspring. The current study uses fMRI to examine whether there is an association between prenatal exposure to maternal anxiety and brain activity in 20 year old adolescents. In line with previous results of this follow-up study, it was found that adolescents of mothers reporting high levels of anxiety during weeks 12-22 of their pregnancy had a different pattern of decision making in a Gambling paradigm requiring endogenous cognitive control compared to adolescents of mothers reporting low to average levels of anxiety during pregnancy. Moreover, the blood oxygenation level dependent (BOLD) response in a number of prefrontal cortical areas was modulated by the level of antenatal maternal anxiety. In particular a number of right lateralized clusters including inferior frontal junction, that were modulated in the adolescents of mothers reporting low to average levels of anxiety during pregnancy by a task manipulation of cognitive control, were not modulated by this manipulation in the adolescents of mothers reporting high levels of anxiety during pregnancy. These results provide a neurobiological underpinning for our previous hypothesis of an association between a deficit in endogenous cognitive control in adolescence and exposure to maternal anxiety in the prenatal life period.