Abstract Dietary intake is considered as a crucial factor affecting mental health symptoms, particularly depression and anxiety symptoms, especially in the case of pregnant women. This study explored the role of dietary intake in depression and anxiety symptoms of pregnant women and provided evidence for primary care interventions. We enrolled 806 pregnant women in their third trimester from 14 communities in Hengyang City, Hunan Province, China, from July 2019 to September 2019. The Chinese version of the Patient Health Questionnaire‐9 (PHQ‐9) and the Generalized Anxiety Disorder questionnaire‐7 (GAD‐7) were used to assess depression and anxiety symptoms. Dietary intake, demographic characteristics, BMI, and pregnancy characteristics were collected using a self‐designed, structural questionnaire. A covariate‐adjusted logistic regression was conducted to examine the relationship between mental health symptoms and dietary intake. The prevalence of anxiety and depression symptoms in our population were 7.7% (95% CI: 5.9%–9.5%) and 9.2% (95% CI: 7.2%–11.2%), respectively. Women consuming eggs and egg products once a week (OR: 3.688, 95% CI: 1.476–9.215) were more likely to have depression symptom than consumed eggs and egg products once or more per day. Consuming green leafy vegetable