Despite effective treatment, asthma outcomes remain suboptimal. Anxiety and depression occur more commonly in people with asthma than expected, and are associated with poor asthma outcomes. The direction of the relationship and the mechanisms underlying it are uncertain. Whether screening for and treating co-morbid anxiety and depression can improve asthma outcomes is unclear from the current evidence. Primary care clinicians treating asthma should be aware of the possibility of psychological dysfunction in asthmatics, particularly those with poor control. Further research is required to assess the importance of detecting and treating these conditions in community asthma care.