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The Edinburgh Postnatal Depression Scale (EPDS) is a widely used instrument for screening for postpartum depression, but it might also detect anxiety symptoms.To investigate the factor structure of the EPDS administered immediately after delivery and to understand which factors predict a high EPDS score 3 months later.A cohort of 594 Italian mothers delivering a healthy baby at Versilia Hospital completed the EPDS at two points in time: 2 days after delivery (T0) and 3 months later (T1) by telephone interview.EPDS scores were higher at T0 than at T1. Overall, 15.7% of women at 2 days postpartum and 7.6% at 3 months later reported a score >9. The factor analysis of EPDS at T0 indicated a three-factor structure: “depression” (items 7–10), “anxiety” (items 3–6) and “anhedonia” (items 1–2). Anxious symptoms were quantitatively more important than depressive ones (mean 3.9 vs. 1.2) but tended to spontaneously ameliorate at T1, whereas total EPDS score at T1 was better predicted by depressive symptoms at T0 (discriminative ability 0.75 vs. 0.68).This study suggests that EPDS subscales immediately after delivery help understand the spectrum of maternal postpartum psychological problems. Anxious symptoms immediately after delivery are frequent but transient, linked probably to maternity blues or atypical depression, whereas the presence of depressive symptomatology at T0 suggests higher risk of later depressive disorders.