Background Anxiety and depression are related to coronary heart disease, and psychological support is recommended in cardiac rehabilitation. Purpose The aims of this study were: to compare the prevalence of anxiety and depression with respect to cardiac rehabilitation participation among patients who have been treated with percutaneous coronary intervention; to examine prevalence of anxiety and depression among percutaneous coronary intervention patients compared to the general population; and to identify predictors of symptomatic anxiety and depression among percutaneous coronary intervention patients. Methods We included 9013 patients undergoing first-time percutaneous coronary intervention. Anxiety and depression were assessed using the Hospital Anxiety and Depression Scale in a representative sample of 775 patients at baseline and after three years of follow-up, and in the entire cohort at three-year follow-up. Results Cardiac rehabilitation participants had more anxiety and depression than cardiac rehabilitation non-participants at baseline, and both groups had a more anxiety than the general population. The levels of anxiety and depression fell significantly during three years of follow-up, but the changes did not differ between cardiac rehabilitation participants and cardiac rehabilitation non-participants. Three years after percutaneous coronary intervention the prevalence of anxiety was 32% ( p?