ABSTRACT Introduction Being a soccer player is one of the dreams most present in the popular imagination of Brazilian children. However, the path to professionalization is arduous and several reasons can be pointed out for this difficulty: a very competitive environment, few chances, and poor career counseling, among others. In competitive soccer, the athlete must be ready for all the demands that will be made, as well as accept the demand for the best possible performance. Furthermore, athletes from the youth system are still adolescents and youths in development, usually up to 21 years of age, who are often forced to choose soccer and its demands, at the expense of their studies and family lives, to become professional players. In this scenario, a still little-debated topic is mental health among soccer players. Objectives To verify the frequency of anxiety and depression symptoms among soccer players of the under-20 youth categories of Pernambuco clubs and to assess its association with sociodemographic, athletic, and health data. Methods The Hospital Anxiety and Depression Scale (HADS) was applied and socio-demographic, athletic, and health data were collected. A marginal descriptive analysis was conducted, as well as categorical and numerical assessments of anxiety- and depression-related variables. Finally, a linear regression study of the anxiety and depression scores was conducted. Results A statistically significant association was found between income received and an increase in anxiety symptoms. An increase in depressive symptoms as income decreased was also identified. Conclusion Further research with larger numbers of participants is needed, as well as with a greater variety of clubs, to better understand the relationship observed. Level of Evidence II; Prognostic study – Investigation of the effect of a patient characteristic on the outcome of their illness.