Background Anxiety and depressive disorders can be chronic and disabling. Although there are effective treatments, only a fraction of those impaired receive treatment. Predictors of treatment-seeking and treatment receipt could be informative for initiatives aiming to tackle the burden of untreated anxiety and depression. Aims To investigate sociodemographic characteristics associated with treatment-seeking and treatment receipt. Method Two binary retrospective reports of lifetime treatment-seeking (n = 44 810) and treatment receipt (n = 37 346) were regressed on sociodemographic factors (age, gender, UK ethnic minority background, educational attainment, household income, neighbourhood deprivation and social isolation) and alternative coping strategies (self-medication with alcohol/drugs and self-help) in UK Biobank participants with lifetime generalised anxiety or major depressive disorder. Analyses were also stratified by gender. Results Treatment access was more likely in those who reported use of self-help strategies, with university-level education and those from less economically advantaged circumstances (household income <£30 000 and greater neighbourhood deprivation). Treatment access was less likely in those who were male, from a UK ethnic minority background and with high household incomes (>£100 000). Men who self-medicated and/or had a vocational qualification were also less likely to seek treatment. Conclusions This work on retrospective reports of treatment-seeking and treatment receipt at any time of life replicates known associations with treatment-seeking and treatment receipt during time of treatment need. More work is required to understand whether improving rates of treatment-seeking improves prognostic outcomes for individuals with anxiety or depression.