• Higher depressive symptoms are associated with higher IL-9, IL-13, IL-12, IL-5, and a higher IFN-γ/IL-4 ratio.• Higher overall anxiety symptoms are associated with higher IL-9, IL-13, and IL-12• Higher pregnancy related anxiety is associated with higher IL-12, IL-13, and IL-10. IL-6 and TNF-α are not associated with any symptoms. Here, IL13 is linked to Anxiety.