The microbiota–gut–brain axis may play a role in the pathophysiology of anorexia nervosa (AN). Here, the relationship between the gastrointestinal microbiota and symptoms of depression, anxiety, and eating disorder pathology in patients with AN before (n = 55) and after weight restoration (n = 44) was investigated by reanalyzing the data of the MICROBIAN study. The gastrointestinal microbiota was analyzed using 16S rRNA amplicon sequencing. Symptoms of anxiety disorder, depression, and the severity of the eating disorder were measured by validated questionnaires. All analyses were adjusted for the body mass index (BMI). Several significant findings between psychological parameters and the gastrointestinal microbiota were not evident after controlling for the BMI. No differences in alpha and beta diversity between groups of higher and lower symptom severity levels for depression and anxiety were found. Positive associations between species of Blautia and Ruminococcus and depression symptoms, and between the phylum Firmicutes and anxiety symptoms were observed after rehabilitation, respectively. A positive correlation was found between propionate and acetate levels and the reduction of depression severity during inpatient treatment. Accounting for the weight status when analyzing the relationship between psychological parameters and the gastrointestinal microbiota in patients with underweight is important since the BMI may be the driver for many observed changes.