Disrupted brain structures and several life environmental factors have been shown to influence depression and anxiety, but their interactions with anxiety and depression remain elusive. Genome‐wide association study datasets of 15 brain structure longitudinal changes (
N
= 15,640) were obtained from the published study. Genotype and phenotype‐related data of depression, anxiety, and life environmental factors (including smoking, alcohol drinking, coffee intake, maternal smoking, physical activity, vitamin D, insomnia, sleep duration, and family satisfaction) were collected from UK Biobank. We calculated the polygenic risk scores (PRS) of 15 brain structure changes and then conducted linear regression analyses to explore the interactions of brain structure changes and life environmental factors on depression and anxiety using 15 brain structure change‐related PRS, life environmental factors and interactions of them as instrumental variables, and depression score or anxiety score as outcomes. Sex stratification in all analyses was performed to reveal sex‐specific differences in the interactions. We found 14 shared interactions related to both depression and anxiety in total sample, such as alcohol drinking × cerebellum white matter 3 (WM; beta = −.003,
p
= .018 for depression; beta = −003,
p
= .008 for anxiety) and maternal smoking × nucleus accumbens 2 (beta = .088,
p
= .002 for depression; beta = .070,
p
= .008 for anxiety). We also observed sex‐specific differences in the interactions, for instance, alcohol drinking × cerebellum WM 3 was negatively associated with depression and anxiety in males (beta = −.004,
p
= .020 for depression; beta = −.005,
p
= .002 for anxiety). Our study results reveal the important interactions between brain structure changes and several life environmental factors on depression and anxiety, which may help to explore the pathogenesis of depression and anxiety.