Under-diagnosis of anxiety and depression in Chronic Obstructive Pulmonary Disease (COPD) patients may have a negative impact on patient quality of life and result in disparity between prevalence and the recognition and treatment of these symptoms. To reveal associations of depression and anxiety with demographic, health-related quality of life and clinical characteristics of COPD patients seen in UK primary care. Cross-sectional population-based postal survey of COPD patients comprising the EQ-5D visual analogue scale (EQ-5D(VAS)), the COPD symptom control questionnaire, the Hospital Anxiety and Depression Scale, the Medical Research Council dyspnea index. Demographic and spirometric data were collected from general practice records. A total of 170 (57%) patients consented to take part. Data are reported on 110 of these patients for whom up-to-date spirometry was available. Approximately one in five participants reported 'caseness' for depression (20.8%) and one in three reported anxiety (32.7%). Age and high levels of symptoms were independent predictors of anxiety and depression, as was the EQ-5D(VAS) of depression. These data suggest that in UK primary care, depressive and anxious symptoms in COPD are related to age and high levels of symptoms. Depression is also associated with lower patient-reported generic health status. The data suggest that assessment and treatment for depression and anxiety should be considered for all COPD patients, not just those with more severe clinical levels of disease. The potential of the EQ-5D(VAS) as a screening tool for anxiety and depression in primary care COPD patients also merits study.