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Background  To evaluate the interaction of depression and anxiety with the development of recurrent pregnancy loss (RPL).    Methods  A nested case–control study involving 2558 participants was conducted with data from the prospective Miscarriage Woman Cohort study between 2017 and 2019 in the province of Gansu, China. The questionnaire data, self-rating anxiety scale and self-rating depression scale were collected after each participant’s first miscarriage. Information on RPL outcomes was obtained from the medical records within the subsequent 2 years. All patients diagosed RPL were recruited as cases whilst a randomly selected group of women with only one miscarriage in the past were recruited as controls. The logistic regression and the interaction effects between anxiety and depression and RPL were analysed.    Results  The prevalence of anxiety (n = 325, 28.7% vs. n = 278, 19.5%) and depression symptoms (n = 550, 48.6% vs. n = 589, 41.3%) for the 1132 RPL cases were higher than 1426 non-RPL controls ( P  < 0.001). After adjusting for possible confounding variables, the odds ratio (OR) value, reflecting the multiplicative interaction, was 1.91 (95% CI 1.50–2.44,  P  < 0.001) for cases with both anxiety and depression symptoms compared with the non-RPL group. The relative excess risk of interaction value, reflecting the additive interaction between anxiety and depression to RPL was 1.15 (95% CI 0.32–4.21). Moreover, the adjusted OR for RPL cases with mild anxiety and severe depression was 2.77 (95% CI 1.07–44.14,  P  < 0.001), for RPL cases with severe anxiety and mild depression was 4.23 (95% CI 1.01–22.21,  P  < 0.001), for RPL cases with severe anxiety and moderate depression was 4.34 (95% CI 1.03–21.28,  P  < 0.001) and for RPL cases with severe anxiety and severe depression was 5.95 (95% CI 1.09–45.09,  P  < 0.05).    Conclusions  Either depression or anxiety alone could increase the risk of subsequent RPL. Anxiety and depression had a synergistic effect after the first miscarriage which increased the development of subsequent RPL disease.

Anxiety and depression are risk factors for recurrent pregnancy loss: a nested case–control study