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Many fathers suffer from burdening depressive symptoms in the period after the birth of their child (postnatal depression [PND]). In mothers, attachment insecurity has been empirically linked to the development and maintenance of postpartum depression, but its role in father PND is not well understood. The present study investigated the link between attachment insecurity and paternal depressive symptoms in the postnatal period, employing multiple depression measures to capture both typical and male-specific depressive symptoms. Structural equation modeling was used to explore the potential mediating role of parenting stress (feelings of restriction and incompetence in parenting), and relational variables (consensus in, and satisfaction with, the couple relationship). Data were collected by an online survey responded to by fathers of infants 1–18 months old (N = 530). Both a direct link between attachment anxiety and father PND, and an indirect link, mediated by parenting stress, were found. A weaker, indirect link between attachment avoidance and father PND was found, also mediated by parenting stress. Especially men high in attachment anxiety may experience parenting as stressful and thereby have an elevated risk for depressive symptoms. Surprisingly, relational difficulties were not linked to father PND. The study contributes to the understanding of mechanisms underlying how attachment anxiety influences the risk of depression in the postnatal period in fathers.