Prenatal maternal exposure to air pollution may cause adverse health effects in offspring, potentially through altered immune responses. Maternal psychosocial distress can also alter immune function and may increase gestational vulnerability to air pollution exposure. We investigated whether prenatal exposure to air pollution is associated with altered immune responses in cord blood mononuclear cells (CBMCs) and potential modification by maternal depression in 463 women recruited in early pregnancy (1999–2001) into the Project Viva longitudinal cohort. We estimated black carbon (BC), fine particulate matter (PM2.5), residential proximity to major roadways, and near-residence traffic density, averaged over pregnancy. Women reported depressive symptoms in mid-pregnancy (Edinburgh Postnatal Depression Scale) and depression history by questionnaire. Immune responses were assayed by concentrations of three cytokines (IL-6, IL-10, and TNF-α), in unstimulated or stimulated (phytohemagglutinin (PHA), cockroach extract (Bla g 2), house dust mite extract (Der f 1)) CBMCs. Using multivariable linear or Tobit regression analyses, we found that CBMCs production of IL-6, TNF-a, and IL-10 were all lower in mothers exposed to higher levels of PM2.5 during pregnancy. A suggestive but not statistically significant pattern of lower cord blood cytokine concentrations from ever (versus never) depressed women exposed to PM2.5, BC, or traffic was also observed and warrants further study.