We examined the association between household food insecurity and early child development and whether or not maternal depression and anxiety modifies this association. The cross‐sectional study included 468 mother–infant pairs recruited at primary health centers of the Federal District, Brazil. Mothers answered a questionnaire that evaluated early child development (outcome), household food insecurity (independent variable), maternal depression and trait anxiety (effect modifiers). Variables were collected with validated questionnaires for the Brazilian population. Pearson's χ2 test and logistic regression analyses were conducted. Infants who lived in a moderate or severe food insecure household had 2.52 times (95% confidence interval [CI] [1.13, 5.65]) the odds of having early child development delays compared with infants in secure households. Maternal depression and anxiety modified the strength of association between household food insecurity and early child development, which is an innovative finding. Among infants with depressed mothers, those experiencing mild (adjusted odds ratio [aOR] 3.33, 95% CI [1.17, 9.46]) and moderate/severe household food insecurity (aOR 10.13, 95% CI [2.18, 47.10]) had higher odds of having early child development delays, compared with infants in food secure households. Among infants with both anxious and depressed mothers, these associations were even stronger for mild (aOR 4.69, 95% CI [1.41, 15.59]) and moderate/severe household food insecurity (aOR 16.07, 95% CI [2.70, 95.66]). In conclusion, household food insecurity is a risk factor for early child development delays, and this association is modified by maternal depression and anxiety. Future studies should evaluate the impact of intervention packages that address maternal depression and anxiety and household food insecurity on preventing early child development delays.