Objectives <p>Identifying the specific etiology of unexplained infertility is a focus of reproductive research, particularly investigating overlooked topics such as addressing the emotional and psychological impact of infertility. The present study aimed to explore the association between emotional distress (anxiety and depression) and assisted reproductive technology outcomes among women with unexplained infertility in a nested case–control study.</p> Methods <p>Each woman with unexplained infertility and assisted reproductive technology failure (case group) was matched by age and body mass index (BMI) with one randomly selected woman with unexplained infertility and successful assisted reproductive technology (control group). Totally, 1512 patients in case group and 1512 matched controls were identified.</p> Results <p>Anxiety and depression in women with unexplained infertility were associated with a significant increased risk of failed assisted reproductive technology, respectively. The Johnson–Neyman plot for the conditional effect of anxiety symptoms indicated that the negative impact on assisted reproductive technology outcomes depended on the pre-pregnancy BMI (22.796–30.914&#xa0;kg/m²), whereas the effect of depression symptoms on assisted reproductive technology outcomes depended on both age (27.749–39.048&#xa0;years) and pre-pregnancy BMI (19.514–28.389&#xa0;kg/m²).</p> Conclusions <p>Monitoring emotional distress among women of reproductive age or those who are not obese and have unexplained infertility is crucial.</p>