The aim of this study was to investigate the possible interaction of mitochondrial dysfunction and inflammatory cytokines in the risk of anxiety and depression. We utilized the UK Biobank for the sample of this study. A mitochondria-wide association(MiWAS) and interaction analysis was performed to investigate the interaction effects of mitochondrial DNA (mtDNA)×C-reactive protein (CRP) on the risks of self-reported anxiety (N= 72,476), general anxiety disorder (GAD-7) scores (N= 80,853), self-reported depression (N= 80,778), Patient Health Questionnaire (PHQ-9) scores (N= 80,520) in total samples, females and males, respectively, adjusting for sex, age, Townsend deprivation index (TDI), education score, alcohol intake, smoking and 10 principal components. In all, 25 mtSNPs and 10 mtSNPs showed significant level of association with self-reported anxiety and GAD-7 score respectively. A total of seven significant mtDNA × CRP interactions were found for anxiety, such as m.3915G>A(MT-ND1) for self-reported anxiety in total subjects (P= 6.59 × 10−3), m.4561T>C(MT-ND2) (P= 3.04 × 10−3) for GAD-7 score in total subjects. For depression, MiWAS identified 17 significant mtSNPs for self-reported depression and 14 significant mtSNPs for PHQ-9 scores. 17 significant mtDNA associations (2 for self-reported depression and 15 for PHQ-9 score) was identified, such as m.14869G>A(MT-CYB;P= 2.22 × 10−3) associated with self-reported depression and m.4561T>C (MT-ND2;Pvalue = 3.02 × 10−8) associated with PHQ-9 score in all subjects. In addition, 5 common mtDNA shared with anxiety and depression were found in MiWAS, and 4 common mtDNA variants were detected to interact with CRP for anxiety and depression, such as m.9899T>C(MT-CO3). Our study suggests the important interaction effects of mitochondrial function and CRP on the risks of anxiety and depression.