Abstract Aims To investigate (i) the prevalence of anxiety and depression and (ii) the association between indication for implantable cardioverter-defibrillator (ICD) implantation and sex in relation to anxiety and depression up to 24 months’ follow-up. Methods and results Patients with a first-time ICD, participating in the national, multi-centre, prospective DEFIB-WOMEN study (n = 1496; 18% women) completed the Hospital Anxiety and Depression Scale at baseline, 3, 6, 12, and 24 months. Data were analysed using linear mixed modelling for longitudinal data. Patients with a secondary prophylactic indication (SPI) had higher mean anxiety scores than patients with a primary prophylactic indication (PPI) at baseline, 3, and 12 months and higher mean depression scores at all-time points, except at 24 months. Women had higher mean anxiety scores as compared to men at all-time points; however, only higher mean depression scores at baseline. Overall, women with SPI had higher anxiety and depression symptom scores than men with SPI. Symptoms decreased over time in both women and men. From baseline to follow-up, the prevalence of anxiety (score ≥8) was highest in patients with SPI (13.3–20.2%) as compared to patients with PPI (range 10.0–14.7%). The prevalence of depression was stable over the follow-up period in both groups (range 8.5–11.1%). Conclusion Patients with a SPI reported higher anxiety and depression scores as compared to patients with PPI. Women reported higher anxiety scores than men, but only higher depression scores at baseline. Women with SPI reported the highest anxiety and depression scores overall.