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Aims  To determine the nature of the association between alcohol consumption and symptoms of anxiety and depression in women.

Design  Prospective cohort study of women (n = 4527) who received antenatal care at a major public hospital (Mater Misericordiae Hospital) in South Brisbane between 1981 and 1984 and who have follow‐up data on alcohol use, depressive and anxiety symptoms over a 14‐year period.

Findings  At the 5‐year follow‐up there was a ‘J‐shaped’ association between alcohol consumption and both symptoms of depression and of anxiety. However, at the baseline assessment and the 14‐year follow‐up alcohol consumption was linearly and positively associated with depressive symptoms with increasing prevalence of symptoms with greater consumption. At the 5‐year follow‐up the prevalence of depressive and anxiety symptoms among those who were abstainers at both …