Introduction. Anxiety and depression during pregnancy are disabling disorders associated to complications during the pregnancy, delivery, and postpartum period, with a significant prevalence, between 9 and 20%, hence its importance. Nutritional factors, such as omega-3 fatty acids (ω-3FA) deficiency, have been related with both disorders during pregnancy, especially docosahexaenoic acid (DHA) and eicosapentaenoic acid (EPA). Objective. To evaluate the association between dietary intake of EPA and DHA, and anxiety symptoms (AS) and depressive symptoms (DS) in Mexican pregnant women. Method. The sample consisted of 151 women in the second trimester of pregnancy. Instruments included a Food Frequency Questionnaire, the Trait Anxiety Inventory, and the Edinburgh Postnatal Depression Scale. Results. A daily intake of DHA and EPA of 70 mg/d and 30 mg/d, respectively, was found. The prevalence of AS was 44.4%, and 17.9% for DS. We also found the correlation negatively moderate between dietary intake of DHA and EPA and AS (p = .003, p = .017) and DS (p = .001, p = .020) in the group of women who had a severely insufficient intake of ω-3FA. Discussion and conclusion. The statistical significance shows a negative correlation between variables and the dietary intake of ω-3FA explains in a very small percentage the variability of AS and DS, according to their coefficient of determination. These results suggest the need for an investigation of this relationship through interventional studies.