Specific screening tests to detect postpartum anxiety are as yet unavailable. The aim of this study was to test the ability of the Edinburgh Postnatal Depression Scale (EPDS) to detect anxiety disorders in women admitted to residential early parenting centres. Consecutive cohorts of English speaking women admitted with their infants to two centres in Melbourne, Australia completed the Composite International Diagnostic Interview and the Edinburgh Postnatal Depression Scale (EPDS). Anxiety and depression diagnoses were compared with EPDS scores. Of the 145 women (78% recruitment rate), 138 (95%) provided complete data of whom 35 (25%) had at least one anxiety disorder. EPDS scores over 12 correctly identified 28 women (44%) as having major depression, either alone or co-morbid with an anxiety disorder but 10 (16%) had only an anxiety disorder and were not depressed. All of the 26 (41%) women with EPDS scores over 12 with neither diagnosis met diagnostic criteria for minor depression or an adjustment disorder. EPDS scores were unable to distinguish between these diagnostic groups. The presumption that EPDS scores over 12 indicate only probable depression is an oversimplification. Current national initiatives recommend that EPDS scores over 12 warrant treatment for depression, which may lead to inappropriate labeling and therapy.