Epidemiological investigations have found that maternal alcohol intake increases the risk of mental illness in offspring. Our study investigated changes of depression- and anxiety-like behaviors in adult offspring caused by prenatal ethanol exposure (PEE) and explored the potential mechanism. After Wistar rats were intragastrically administered ethanol at a dose of 4 g/kg·d on the 9-20 t h days of pregnancy, the offspring were given 21 days of chronic unpredictable mild stress (CUMS) starting from the 9th week after birth. Before CUMS, the behavioral results showed that the PEE offspring appeared excited and anxious. After CUMS, the PEE offspring rats were more sensitive to the same intensity of stimulation, and then the behavioral disorders aggravated. In adult offspring from the PEE group, the intercellular space was enlarged in the hippocampus, and there was a loss of pyramidal cells. The expression of brain-derived neurotrophic factor (BDNF) decreased; the mRNA expression of the glucocorticoid receptor and synaptic plasticity-related genes decreased; the apoptosis-related genes expressed disrupted. In order to determine whether hippocampal injury and dysfunction resulted from ethanol directly or indirectly, we performed in vitro study. The outcome was accompanied by disrupted gene expression related to neurogenesis and synaptic plasticity. PEE increases the susceptibility of adult female offspring to depression- and anxiety-like behaviors, and its mechanism may be related to the toxic effects of ethanol, both directly and indirectly. The latter inhibits the hippocampal BDNF pathway, leading to the disruption of hippocampal neurogenesis, apoptosis and decreased synaptic plasticity.