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Objective This study aimed to investigate the association between food insecurity and dietary intake with anxiety and depression among residents of underserved urban settlements in Bangladesh.Design This cross-sectional study was used to collect data from participants through face-to-face interviews using structured questionnaires. Food security status was assessed using the Household Food Insecurity Access Scale, while anxiety and depression levels were measured using the Generalised Anxiety Disorder-7 and Patient Health Questionnaire-9, respectively. Dietary intake was evaluated through a 24-hour dietary recall and Food Frequency Questionnaire method.Setting Five districts located within the Khulna Division of Bangladesh.Participants Residents of underserved urban areas in Bangladesh (n=749), aged ≥18 years old.Results Results indicated that 22.1%, 74.6% and 44.5% of participants experienced severe food insecurity, mild to moderate food insecurity and low Household Dietary Diversity Score, with a significant portion also showing symptoms of anxiety (57.1%) and depression (57.9%). Food insecurity and Household Dietary Diversity Score were found to be positively associated with both anxiety (p<0.05) and depression (p<0.05). Additionally, individuals who consumed roots and tubers, fruits, meats, fish and seafoods, as well as legumes, nuts and seeds, were significantly associated with a lower risk of anxiety and depression.Conclusion These findings highlight that food insecurity not only affects dietary habits but also exacerbates mental health outcomes. Addressing food insecurity and balanced dietary intake could therefore contribute to better mental health outcomes and overall well-being in underserved communities. Policymakers should prioritise comprehensive strategies that ensure access to nutritious foods and provide mental health support to vulnerable groups.