A number of studies have called attention to the problematic interplay between depression and anxiety symptoms and sexual difficulties. However, despite the bidirectional conceptualization of the association between affective and sexual problems, few studies have adequately examined temporal precedence or state-level fluctuations between these two constructs. Using Clark and Watson's (1991) tripartite model of anxiety and depression, the current study employed a repeated measures design to examine how weekly changes in affective symptoms were related to weekly changes in sexual functioning in a non-clinical sample of premenopausal women. First, we examined how general distress, anxious arousal, and anhedonia were concurrently related to various indices of sexual functioning. Next, we examined lagged effects of mood and anxiety symptoms predicting later levels of sexual functioning. Finally, we tested sexual functioning's influence on later reports of affective symptoms. Hierarchical linear modeling analyses revealed that, of the three symptom types tested, anhedonic depression was the most consistently related to sexual problems, and that these relations were more proximal than distal. The preponderance of data suggested temporal precedence of mood on sexual symptoms. These findings emphasize the importance of prospective studies in the investigation of mental and sexual health.