Objective Affective alterations and poorer quality of life often persist in patients with Cushing’s syndrome (CS) in remission. Brain-derived neurotrophic factor (BDNF) regulates the hypothalamic–pituitary–adrenal axis (HPA) and is highly expressed in brain areas controlling mood and response to stress. Our aims were to assess affective alterations after long-term remission of CS and evaluate whether they are associated with serum BDNF, salivary cortisol (SalF) and/or cortisone (SalE) concentrations. Subjects and methods Thirty-six CS patients in remission (32 females/4 males; mean age (±s.d.), 48.8 ± 11.8 years; median duration of remission, 72 months) and 36 gender-, age- and BMI-matched controls were included. Beck Depression Inventory-II (BDI-II), Center for Epidemiological Studies Depression Scale (CES-D), Positive Affect Negative Affect Scale (PANAS), State-Trait Anxiety Inventory (STAI), Perceived Stress Scale (PSS) and EuroQoL and CushingQoL questionnaires were completed and measured to evaluate anxiety, depression, stress perception and quality of life (QoL) respectively. Salivary cortisol was measured using liquid chromatography/tandem mass spectrometry (LC/TMS). BDNF was measured in serum using an ELISA. Results Remitted CS patients showed worse scores in all questionnaires than controls: STAI (P < 0.001), BDI (P < 0.001), CES-D (P < 0.001), PANAS (P < 0.01), PSS (P < 0.01) and EuroQoL (P < 0.01). A decrease in BDNF was observed in CS vs controls (P = 0.038), and low BDNF was associated with more anxiety (r = −0.247, P = 0.037), depression (r = −0.249, P = 0.035), stress (r = −0.277, P = 0.019) and affective balance (r = 0.243, P = 0.04). Morning salivary cortisone was inversely associated with trait anxiety (r = −0.377, P = 0.040) and depressed affect (r = −0.392, P = 0.032) in CS patients. Delay to diagnosis was associated with depressive symptoms (BDI-II: r = 0.398, P = 0.036 and CES-D: r = 0.449, P = 0.017) and CushingQoL scoring (r = −0.460, P < 0.01). Conclusions Low BDNF levels are associated with affective alterations in ‘cured’ CS patients, including depression, anxiety and impaired stress perception. Elevated levels of SalE might also be related to poor affective status in these patients.