Background This study aimed to investigate the longitudinal changes and risk factors of anxiety and depression, as well as their values in predicting major adverse cardiovascular events (MACE) occurrence in coronary heart disease (CHD) patients. Methods Every 3 months until 36 months (M36), 190 newly diagnosed CHD patients were consecutively recruited and followed up. Anxiety and depression were assessed using hospital anxiety and depression scale (HADS) at each follow-up timepoint. Meanwhile, MACE occurrence was recorded. Results Anxiety occurrence sustainably increased from 42.6% at baseline to 51.1% at M36; meanwhile, depression occurrence also sustainably elevated from 33.3% at baseline to 43.7% at M36. Then, independent risk factors for anxiety and depression at baseline/1 year/2 years/3 years were assessed, which revealed that female, diabetes, and higher Gensini score independently predicted anxiety occurrence at each time point, while single/divorced/widowed status independently predicted anxiety occurrence at some specific time points; regarding depression, female, single/divorced/widowed status, diabetes and higher Gensini score independently predicted depression occurrence at each time point, whereas higher education duration, family history of CHD and age > 60 years only predicted depression at some individual time points. Interestingly, baseline/1-year depression were correlated with increased accumulating MACE occurrence, while no correlation of baseline/1-year /2-year/3-year anxiety or 2-year/3-year depression with accumulating MACE occurrence was found. Conclusion Anxiety and depression are common and progress sustainably with female, diabetes, and higher Gensini score as their independent risk factors; meanwhile, depression but not anxiety may predict increased accumulating MACE occurrence in CHD patients.