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Objectives Anxiety and depression are relevant comorbidities in asthma, but, in Portugal and Spain, data on this topic are scarce. We assessed, in patients with asthma, the frequency of anxiety and depression using the Hospital Anxiety and Depression Scale (HADS) and the European Quality of Life Five Dimension Questionnaire (EQ-5D); the level of agreement between these questionnaires, and the factors associated with these symptoms.Methods This is a secondary analysis of the INSPIRERS studies. A total of 614 adolescents and adults with persistent asthma (32.6±16.9 years, 64.7% female) were recruited from 30 primary care centres and 32 allergy, pulmonology and paediatric clinics. Demographic and clinical characteristics, HADS and EQ-5D were collected. A score ≥8 on Hospital Anxiety and Depression Scale-Anxiety/Hospital Anxiety and Depression Scale-Depression or a positive answer to EQ-5D item 5 indicated the presence of these symptoms. Agreement was determined by Cohen’s kappa. Two multivariable logistic regressions were built.Results According to HADS, 36% of the participants had symptoms of anxiety and 12% of depression. According to EQ-5D, 36% of the participants had anxiety/depression. The agreement between questionnaires in identifying anxiety/depression was moderate (k=0.55, 95% CI 0.48 to 0.62). Late asthma diagnosis, comorbidities and female gender were predictors of anxiety/depression, while better asthma control, health-related quality of life and perception of health were associated with lower odds for anxiety/depression.Conclusion At least 1/3 of the patients with persistent asthma experience symptoms of anxiety/depression, showing the relevance of screening these disorders in patients with asthma. EQ-5D and HADS questionnaires showed a moderate agreement in the identification of anxiety/depression symptoms. The identified associated factors need to be further investigated in long-term studies.