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Anxiety and depression are common among patients with rheumatic diseases. This study aims to explore which factors are associated with self-reported anxiety and depression in a well-defined cohort of spondyloarthritis (SpA) patients. In 2009, 3,711 patients from the SpAScania cohort were sent a postal questionnaire to assess health-related quality of life (HRQoL) and physical and mental functioning. The Hospital Anxiety and Depression Scale measured anxiety (HADS-A) and depression (HADS-D), subscales 0-21, best-worst. HADS ≥8 indicates possible cases of anxiety or depression. One-way ANOVA (p < 0.05) tested for differences among the SpA subtypes in HADS scores. Linear regression analysis adjusted for age, gender, and disease duration was used to test for associations between HADS and independent variables. In total, 2,167 (58 %) patients (52 % females, mean age 55.4 years) returned the questionnaire. In total, 683 (32 %) cases were classified as "possible anxiety" and 305 (14 %) as "possible depression" cases with mean (SD) HADS-A 5.9 (4.3) and HADS-D 4.4 (3.6). There were no differences among the SpA subtypes in HADS-A and HADS-D. HADS-A and HADS-D were associated with lower education, lower physical activity (HADS-D only), chronic pain problems, more fatigue, lower general health, lower HRQoL, lower level of functioning, higher disease activity, and lower self-efficacy. Associations with anxiety and/or depression appear multifactorial in patients with SpA including both personal and disease-related factors. Since these comorbidities are increased in SpA and treatable, they should be screened for in clinical practice, possibly with instruments like the HADS.