Background: The purpose of this study is to investigate the relationship between children’s and parents’ dental anxiety. Methods: 731 children of different ages and their parents from six European countries participated in this study. Dental anxiety was investigated through an online questionnaire, which consisted of general questions and the Corah Dental Anxiety Scale (CDAS), which is a questionnaire that measures respondents’ reactions on a 5-point scale for four different situations. Results: CDAS results were calculated for all children and their parents. A total of 12.5% of children from Croatia, 26.67% from Macedonia, 10.94% from Bosnia and Herzegovina, 20.31% from Montenegro, 23.08% from Slovenia and 16.10% from Serbia showed a high level of anxiety. The correlation between dental anxiety of parents and children was 0.4 (p < 0.01). Conclusions: Parents with negative experience from a dental office can have a bad effect on their child’s behaviour, which results in the creation of a non-active patient. Due to the clear and existing cause-and-effect relationship of dental anxiety in children and parents, it is extremely important to educate parents about the proper psychological approach to children in order to promote positive experiences from dental offices, as well as to emphasize the importance of regular visits to the dentist.