Cumulative evidence shows that gut microbiome can influence brain function and behavior via the inflammatory processes. However, the role of interaction between gut dysbiosis and C-reactive protein (CRP) in the development of anxiety and depression remains to be elucidated. In this study, a total of 3,321 independent SNP loci associated with gut microbiome were driven from genome-wide association study (GWAS). Using individual level genotype data from UK Biobank, we then calculated the polygenetic risk scoring (PRS) of 114 gut microbiome related traits. Moreover, regression analysis was conducted to evaluate the possible effect of interaction between gut microbiome and CRP on the risks of Patient Health Questionnaire-9 (PHQ-9) (N = 113693) and Generalized Anxiety Disorder-7 (GAD-7) (N = 114219). At last, 11 candidate CRP× gut microbiome interacting were detected for PHQ-9 score, such as F_Ruminococcaceae (β=-0.009, P=2.2×10-3), G_Akkermansia (β=-0.008, P=7.60×10-3), F_Acidaminococcaceae (β=0.008, P=1.22×10-2), G_Holdemanella (β=-0.007, P=1.39×10-2) and O_Lactobacillales (β=0.006,P=1.79×10-2). 16 candidate CRP ×gut microbiome interacting were detected for GAD-7 score, such as O_Bacteroidales (β=0.010, P=4.00×10-4), O_Selenomonadales (β=-0.010, P=1.20×10-3), O_Clostridiales (β=0.009, P=2.70×10-3) and G_Holdemanella (β= -0.008, P=4.20×10-3). Our results support the significant effect of interaction between CRP and gut microbiome on the risks of anxiety and depression, and identified several candidate gut microbiome for them.