Background We evaluated the association of symptoms of anxiety and depression with fatal and non-fatal cardiovascular disease events among patients with coronary heart disease and considered several potential underlying pathogenetic links. Design This was a prospective cohort study. Methods In this study, including coronary heart disease patients undergoing an in-patient rehabilitation program, symptoms of anxiety and depression were evaluated with the Hospital Anxiety and Depression Scale (HADS). Fatal and non-fatal cardiovascular disease events were determined during a 3-year follow-up. Results Of the 1052 patients with CHD 16.1% showed a borderline and 8.3% a manifest anxiety symptoms score, whereas 11.8 and 5.9% showed a borderline and manifest depressive symptoms score, respectively. During the 3-year follow-up fatal and non-fatal cardiovascular disease events were observed in 73 (6.9%) patients. After adjustment for covariates, patients having manifest anxiety symptoms had a statistically significant hazard ratio (HR) of 2.32 [95% confidence interval (CI) 1.14-4.74] for a cardiovascular disease event, and patients with depressive symptoms had an HR of 1.47 (95% CI 0.62-3.51) compared to other patients. In a model considering anxiety and depressive symptom scores simultaneously, the hazard ratio for a cardiovascular disease event associated with anxiety symptoms increased to 3.31 (95% CI 1.32-8.27), whereas the hazard ratio associated with depressive symptoms decreased (HR 0.62; 95% CI 0.20-1.87). We found a positive association of increased anxiety scores with body mass index and systolic blood pressure. Conclusions The study suggests an important role especially for symptoms of anxiety for long-term prognosis of patients with known coronary heart disease. It furthermore suggests that several pathogenetic links may partly explain the increased risk.