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This article investigates the effects of antenatal depression and anxiety on spontaneous preterm birth resulting either from preterm labor or preterm premature rupture of membranes.We conducted a prospective cohort study of 681 women with singleton pregnancies consecutively recruited between 20 and 28 weeks of gestation in the Obstetrics Department of the French University Hospital of Caen. Most were of European ethnic origin and received early and regular antenatal care. The assessment of gestational age was based on ultrasound examination (occurring before 13 weeks of gestation for 94.9% of the women). Depression and anxiety were assessed using self-administered questionnaires: the Edinburgh Postnatal Depression Scale and the Spielberger State-Trait Anxiety Inventory. Logistic regression analysis, controlling for sociodemographic factors (e.g., maternal age, occupation) and obstetric factors (e.g., previous preterm birth, cervical or vaginal infection), provided adjusted odds ratios (ORs) and 95% confidence intervals (CIs).Spontaneous preterm birth occurred in 31 women (4.8%). The rate of spontaneous preterm birth was significantly higher among women with high depression scores (9.7%) as opposed to other women (4.0%) even after adjustment for potential confounding factors (adjusted OR = 3.3, 95% CI = 1.2–9.2, p = .020). Anxiety was not significantly associated with the outcome. There were no significant interaction effects between psychological and biomedical factors.These findings provide evidence that antenatal depression is significantly associated with spontaneous preterm birth in a population of European women receiving early and regular care.