jquery stop child triggering parent event

Do this:

$(document).ready(function(){
    $(".header").click(function(){
        $(this).children(".children").toggle();
    });
   $(".header a").click(function(e) {
        e.stopPropagation();
   });
});

If you want to read more on .stopPropagation(), look here.

Better way by using on() with chaining like,

$(document).ready(function(){
    $(".header").on('click',function(){
        $(this).children(".children").toggle();
    }).on('click','a',function(e) {
        e.stopPropagation();
   });
});

Or, rather than having an extra event handler to prevent another handler, you can use the Event Object argument passed to your click event handler to determine whether a child was clicked. target will be the clicked element and currentTarget will be the .header div:

$(".header").click(function(e){
     //Do nothing if .header was not directly clicked
     if(e.target !== e.currentTarget) return;

     $(this).children(".children").toggle();
});