Background: Although depressed and anxious patients often show an unhealthy lifestyle, much is still unclear about its impact on the natural course of disorders. This study will examine whether physical activity, smoking and alcohol consumption predicted the 2-year course of depressive and/or anxiety disorders, Methods: In a large sample of depressed and/or anxious patients (n=1275), we examined whether baseline physical activity, smoking and alcohol consumption independently predicted the course of disorders at 2-year follow-up. The persistence of DSM-IV depressive and/or anxiety disorders (primary outcome) and the severity of depressive and anxiety symptoms (secondary outcomes) were considered. Confounding effects of baseline severity of psychopathology, sociodemographics, somatic health indicators and treatment factors were taken into account. Results: The persistence of disorders was significantly increased in patients with low physical activity (61.2%), but not moderate physical activity (54.4%), compared to patients with high physical activity (49.2%). This association remained significant after adjustment for baseline severity of psychopathology, other lifestyle factors (smoking and alcohol consumption), sociodemographics, somatic health indicators and treatment factors. Similar results were found for the course of depressive and anxiety symptoms. Neither smoking nor alcohol consumption was related to the course of depressive and/or anxiety disorders, Limitations: Assessments of lifestyle factors were based on self report and may be subject to recall and social desirability bias. Conclusions: Low physical activity, but not heavy smoking or alcohol consumption, was a strong and independent risk factor of an unfavorable course of depressive and/or anxiety disorders and may be an important therapeutic target in treatment. (C) 2014 Elsevier B.V. All rights reserved