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Background: Postpartum depression (PPD) is a clinically significant condition shaped by emotional regulation processes and close relational contexts. Anxiety is often theorized as a mediating mechanism linking relational vulnerabilities to depressive symptoms, yet empirical findings remain mixed. Objectives: This study examined whether state anxiety mediates the association between insecure attachment styles and PPD symptoms or whether its effects depend on relational context, specifically perceived partner support. Methods: In this cross-sectional study, a sample of 249 women assessed within 12 months postpartum completed self-report measures of attachment styles in the intimate relationship, state and trait anxiety, perceived partner support, and PPD symptoms. Hypotheses were tested using multiple regression analyses with heteroskedasticity-consistent standard errors, including mediation and moderation models. Results: Both anxious–ambivalent and avoidant attachment styles were associated with greater PPD symptom severity. State anxiety was neither an independent predictor nor a mediator of the attachment–PPD relationship. Instead, its association with PPD symptoms was conditional: anxiety was positively related to depressive symptoms only when perceived partner support was insufficient. Conclusions: Anxiety may function as a context-sensitive amplifier rather than a universal mechanism of postpartum depressive risk. These findings highlight the potential importance of relational context in understanding emotional vulnerability and depressive symptoms during the postpartum period.