Synthetic glucocorticoids (sGC) are administered to women at risk for pre-term delivery to reduce respiratory distress syndrome in the newborn. The prefrontal cortex (PFC) is important in regulating stress responses and related behaviours and expresses high levels of glucocorticoid receptors (GR). Further, antenatal exposure to sGC results in a hyperactive phenotype in first generation (F1) juvenile male and female offspring, as well as F2 and F3 juvenile females from the paternal lineage. We hypothesized that multiple courses of antenatal sGC modify gene expression in the PFC, that these effects are sex-specific and maintained across multiple generations, and that the gene sets affected relate to modified locomotor activity. We performed RNA sequencing on PFC of F1 juvenile males and females, as well as F2 and F3 juvenile females from the paternal lineage and used regression modelling to relate gene expression and behavior. Antenatal sGC resulted in sex-specific and generation-specific changes in gene expression. Further, the expression of 4 genes (C9orf116, Calb1, Glra3, and Gpr52) explained 20-29% of the observed variability in locomotor activity. Antenatal exposure to sGC profoundly influences the developing PFC; effects are evident across multiple generations and may drive altered behavioural phenotypes.