<p>Pregnancy constitutes a critical window of vulnerability during which maternal and environmental exposures may shape fetal development through epigenetic mechanisms. While prenatal maternal anxiety and exposure to green spaces have been independently associated with child neurodevelopment, their potential interactive effects on neonatal epigenetic profiles remain largely unexplored. This study examined the independent and interactive effects of maternal trait anxiety and residential green space exposure during pregnancy on neonatal DNA methylation (DNAm) of the brain-derived neurotrophic factor (<i>BDNF</i>) gene. A sample of 110 mother-infant dyads was enrolled at delivery. Maternal trait anxiety was assessed using the Stait-Trait Anxiety Inventory (STAI-Y) and infants’ <i>BDNF</i> DNAm at birth was assessed in 11 CpG sites in buccal cells. Prenatal residential addresses were geocoded and green space availability within 300, 500, and 1000 m buffers was calculated using the CLCplus Backbone 2021 land cover dataset. Hierarchical linear regression models were adjusted for infant sex and prenatal exposure to PM2.5. Results indicated that higher maternal trait anxiety was associated with increased BDNF DNAm at four CpG sites only among infants with lower exposure to green space within a 300 m buffer. This association was not significant at higher levels of greenness, suggesting a neuroprotective effect of natural environments during gestation. Findings provide novel evidence that urban green space may buffer the biological impact of maternal anxiety on neonatal <i>BDNF</i> methylation. This highlights the importance of integrating psychological and environmental-level exposures to elucidate early-life determinants of neurodevelopment.</p>