Objective To explore the impact of depression and anxiety at baseline and during follow-up on mortality in patients on peritoneal dialysis (PD). Methods This study included 240 incident patients who started PD between July 2002 and February 2007. All patients were followed up until death, changing PD to hemodialysis or renal transplantation, or termination of this study in February 2008. Demographics, biochemical data and residual renal function information were collected at the baseline. The Hamilton depression and anxiety scale was repeatedly measured at baseline, and after 1, 2 and 3 years to obtain baseline and time-averaged depression and anxiety scales. Results Mean age of the patients was 59.2±14.2 years, and 40% of them were males. Sixty-four (26.7%) patients died during the median follow-up period of 34.7 months. Older age and better residual renal function were correlated to the lower anxiety score, and males and higher annual income were correlated to the lower depression score (P<0.01～0.05). By COX regression analyses, time-averaged depression/anxiety scores rather than the baseline depression/anxiety scores were the independent predictors for mortality in either univariate or multivariate analyses. Conclusions Time-averaged depression and anxiety score independently predicts mortality in PD patients. Therefore, we should pay attention to the depression and anxiety symptoms during the long-term follow-up period of PD patients.