The aim of this cohort study conducted in France in 1997-1998 was to investigate the effects of antenatal anxiety and depression on spontaneous preterm labor. A consecutive series of 634 pregnant women with singleton pregnancies was included. Anxiety and depression were assessed using self-administered questionnaires: Spielberger's State-Trait Anxiety Inventory and the Edinburgh depression scale. Depression scores were dichotomized with a cutoff value suggestive of major depression. The 75th percentile was used for anxiety scores. A logistic regression analysis, controlling for sociodemographic and biomedical factors and including interaction terms, revealed that depression was positively associated with the outcome among underweight women, defined as women with a prepregnancy body mass index below 19 (adjusted odds ratio (OR) = 6.9, 95% confidence interval (CI): 1.8, 26.2). A similar result was observed for trait anxiety in women with a history of preterm labor (adjusted OR = 4.8, 95% CI: 1.1, 20.4). The association was close to significance for state anxiety in women with vaginal bleeding (adjusted OR = 3.6, 95% CI: 0.9, 14.7). These findings show that anxiety and depression, when combined with specific biomedical factors, are associated with spontaneous preterm labor. A synergic action of psychological and biomedical factors on the secretion of placental corticotropin-releasing factor is hypothesized.