Anxiety and depression seem to be under-recognized in their importance and are often not incorporated in subsequent prevention strategies in routine clinical care of coronary heart disease. The KAROLA cohort included coronary heart disease patients participating in an in-patient rehabilitation program (years 1999/2000) and followed after 1, 3, 6, 8, 10, 13, and 15 years. We identified anxiety and depression trajectories based on the hospital anxiety and depression scale subdomains using joint latent class mixture time-to-event models. We included cardiovascular (CV) events and non-CV mortality as competing endpoints. We included 1,109 patients (15.4% female; mean age, 59.4 (standard deviation [SD] = 8.0) years) with baseline covariate data. Over a median follow-up of 14.8 years, participants experienced 324 subsequent CV events. We identified four anxiety and depression trajectory classes, a low-stable class (52.2% and 69.6% of patients for anxiety and depression, respectively), moderate-stable class (37.6% and 23.8%), increasing class (2.3% and 3.3%), and high-stable/high-decreasing class (7.9% and 3.3%). The hazard ratio (HR) for subsequent CV events for the increasing anxiety class was 2.13 (95% confidence interval [CI], 0.61; 7.45) compared with the low-stable class after covariate adjustment. Patients following the high-decreasing anxiety trajectory showed an HR of 1.72 (95% CI, 1.11; 2.68) and patients following the high-stable depression trajectory an HR of 2.47 (95% CI, 1.35; 4.54). Chronic high anxiety and depression trajectory classes were associated with increased risk of subsequent CV events. Assessments of both symptoms of anxiety and depression during long-term routine medical care are recommended to identify patients who would benefit from appropriate interventions. © 2020 The Authors. Depression and Anxiety published by Wiley Periodicals, Inc.