Objective:to evaluate breastfeeding self-efficacy, the presence of postpartum depression symptons and the association between breastfeeding self-efficacy and postpartum depression with cessation of exclusive breastfeeding. Method:cohort study with 83 women. The instruments used were the Breastfeeding Self-Efficacy Scale and the Edinburgh Postnatal Depression Scale. Statistical analysis was conducted using the log-rank tests, analysis of variance and the Cox survival model. Results:breastfeeding self-efficacy (p = 0.315) and postpartum depression (p = 0.0879) did not show any statistical difference over time. The chances of cessation of exclusive breastfeeding decreased by 48% when self-efficacy changed from low to medium and by 80% when it changed from medium to high. Postpartum women who scored ≥10 on the Edinburgh Postnatal Depression Scale interrupt exclusive breastfeeding, on average, 10 days earlier than those with a score ≤9, whose median breastfeeding duration was 38 days postpartum. Conclusion:breastfeeding self-efficacy was proved to be a protective factor for exclusive breastfeeding, while postpartum depression is a risk factor.