Background Anxiety and depression are two of the commonest and most modifiable comorbidities of chronic obstructive pulmonary disease (COPD) and have an independent effect on health and prognosis. FEV1% has been shown to be a poor predictor of anxiety and depression. The body mass index, degree of airflow obstruction, dyspnea,and exercise capacity (BODE) index is a multidimensional assessment system which may predict health outcome in COPD patients. The purpose of this study was to investigate the predictive validity of the BODE index for anxious and depressive symptoms in COPD patients.Methods This was a multicenter prospective cross-sectional study in 256 patients with stable COPD. Anxious and depressive symptoms were assessed using the Hospital Anxiety and Depression Scale (HADS). The relationships between anxiety, depression and potential predictors (including the BODE index) were analyzed by a binary Logistic regression model. Results Subjects who were anxious and depressive walked a shorter six-minute walking distance (6MWD), had more dyspnea, a higher BODE index, and lower health-related quality of life (P <0.01). Anxiety and depression score was significantly correlated with BODE index, respectively (r=0.335, P <0.001; r=0.306, P <0.001). The prevalence of anxiety and depression increased with BODE stage increasing (P <0.05). On the basis of binary Logistic regression, the BODE index was a good and independent predictor of anxiety and depression because it comprised dyspnea and 6MWD, which were shown to be the main determinants.Conclusions The predictive validity of the BODE index for anxiety and depression was demonstrated. We propose that the BODE index should be included in assessment of COPD severity.