There is some evidence that lowered tryptophan and an activated tryptophan catabolite (TRYCAT) pathway play a role in depression, somatoform disorder, and postpartum blues. The aim of this study is to delineate the associations between the TRYCAT pathway and premenstrual syndrome (PMS) and perinatal depressive and physio-somatic symptoms. We examine the associations between end of term serum IgM and IgA responses to tryptophan and 9 TRYCATs in relation to zinc, C-reactive protein (CRP), and haptoglobin and prenatal physio-somatic (previously known as psychosomatic) symptoms (fatigue, back pain, muscle pain, dyspepsia, obstipation) and prenatal and postnatal depression and anxiety symptoms as measured using the Edinburgh Postnatal Depression Scale (EPDS), Hamilton Depression Rating Scale (HAMD), and Spielberger's State Anxiety Inventory (STAI). We included pregnant females with (n = 24) and without depression (n = 25) and 24 non-pregnant females. There were no significant associations between the IgA/IgM responses to tryptophan and TRYCATs and prenatal and postnatal depression/anxiety symptoms, except for lowered IgA responses to anthranilic acid in prenatal depression. A large part of the variance in IgA responses to most TRYCATs was explained by PMS and haptoglobin (positively) and CRP (inversely) levels. The IgA responses to TRYCATs were significantly increased in PMS, in particular picolinic, anthranilic, xanthurenic and kynurenic acid, and 3OH-kynurenine. Variance (62.5%) in physio-somatic symptoms at the end of term was explained by PMS, previous depressions, zinc (inversely), CRP and haptoglobin (both positively), and the IgM responses to quinolinic acid (positively), anthranilic acid, and tryptophan (both negatively). The results suggest that mucosa-derived TRYCAT pathway activation is significantly associated with PMS, but not with perinatal depression/anxiety symptoms. Physio-somatic symptoms in pregnancy have an immune-inflammatory pathophysiology. Induction of the TRYCAT pathway appears to be more related to physio-somatic than to depression symptoms.