Although studies have reported links between parental physical activity and their children’s motor and physical activity behaviors, understanding of this link remains incomplete and evidence inconclusive. This study explored whether children’s motor coordination, fitness, and sports participation are related not only to mothers’ sports participation but also to mothers’ perceptions of exercise and their parenting self-efficacy beliefs. A total of 190 Dutch children and their mothers participated in the study. Children participated in the Körperkoordinationstest für Kinder to assess motor coordination and in the shuttle run test to assess physical fitness. Sports participation of mother and child, maternal perceptions of exercise, and parenting self-efficacy were reported by the mothers. The expected association between maternal and children’s sports participation was not statistically significant. Yet, children of mothers who perceived more barriers to exercise themselves were found to have lower levels of physical fitness and motor coordination, and children of mothers who perceived more benefits of exercise had higher physical fitness levels. The strength of these associations did not statistically depend on parenting self-efficacy. Maternal perceptions of exercise may be a possible modifiable promotive factor for children’s motor coordination and participation in sport and physical activities, although this requires experimental testing.