Background: Previous studies have shown that postpartum depression negatively affects breastfeeding practices. However, it is not clear whether maternal mood symptoms during pregnancy affect exclusive breastfeeding (EBF) behavior. Our study aimed to quantify the relationship between maternal mood symptoms (depression/anxiety) during pregnancy and EBF.Methods: A cross-sectional study was conducted at Baoan Maternal and Child Health Hospital, Shenzhen, China, from January 1, 2016, to December 31, 2016, among women who had delivered in the hospital and completed the 6-week postpartum visit. A structured questionnaire was designed to collect information on maternal mood symptoms during pregnancy and EBF status at 6 weeks postpartum. Logistic regression models were used to evaluate the associations between maternal mood symptoms (depression/anxiety) during pregnancy and EBF at 6 weeks postpartum.Results: In total, 6324 women were included in this study. In univariate analysis, we observed that depression during pregnancy was associated with a reduced risk for EBF (OR = 0.66; 95% CI: 0.54-0.81; P < 0.001). In the fully adjusted model, depression during pregnancy was still significantly associated with a reduced risk of EBF (OR=0.69; 95% CI: 0.56–0.86; P < 0.001). However, there was no significant difference in the rate of EBF between the anxiety and non-anxiety groups of women (OR=0.88; 95% CI: 0.77–1.01; P > 0.05). Conclusion: We believe that our findings confirm the adverse impact of maternal depression during pregnancy on EBF behavior. Therefore, to improve conditions for breastfeeding of infants, additional attention should be paid to women with depressive symptoms during pregnancy.