Purpose To prospectively assess anxiety and depression in patients undergoing diagnostic cystoscopy. Methods Patients presenting for outpatient diagnostic cystoscopy were recruited from four European urological departments. Anxiety and depression were assessed with the 'Hospital Anxiety and Depression Scale' (HADS) before cystoscopy and after 1 week. Statistical analyses, including the Chi-square test, univariate, and multivariate logistic regression analyses, were carried out with SPSS v. 21 (IBM Corp., Armonk, NY). Results Prior to cystoscopy, 30.2 % of patients were anxious and 24.8 % depressive (n = 442). In the post-examination period, anxiety declined to 24.5 %, while depression was unchanged (24.4 %). Pre-cystoscopy anxiety was significantly more common in women (41.8 vs. 24.5 %, p < 0.0001), patients aged < 65 years (34.9 vs. 25.9 %, p = 0.04), and in those being examined with rigid cystoscopes (35.7 vs. 23.9 %, p = 0.007). In multivariate regression analyses, female gender (OR 2.6, p < 0.0001), <65 years of age (OR 1.7, p = 0.03), and coexistence of depression (OR 7.8, p < 0.0001) were independently associated with elevated pre-cystoscopy anxiety. Anxious (OR 2.1, p = 0.03) and depressive (OR 2.1, p = 0.01) patients had higher odds of experiencing moderate or severe pain during cystoscopy. Bladder cancer diagnosis did not significantly change patient's anxiety (p = 0.23) or depression (p = 0.7) during the 1 week of follow-up. Conclusions Women, patients aged < 65 years, depressive patients and those being examined with rigid devices had higher rates of anxiety prior to cystoscopy. Anxious and depressive patients experienced more pain during cystoscopy. Bladder cancer diagnosis seems to have a minor effect on anxiety and depression during the first week after diagnosis.