Cardiovascular disease (CVD) and depression and anxiety contribute substantially to the current disease burden worldwide as well as in China. Both depression and anxiety are highly prevalent among patients with CVD. We systematically reviewed the literature to disentangle the role of depression and anxiety disorders in the onset and prognosis of CVD with an emphasis on cohort studies conducted in the Chinese population. Despite the lack of large-scale prospective studies in China, the available evidence implies that both depression and anxiety are closely associated with the onset and prognosis of CVD, including ischemic heart disease and stroke, in Chinese adults. Putative behavioral and biological mechanisms are implicated in the link between depression/anxiety and CVD. Timely screening and diagnosis followed by proper treatment should be implemented for depression and anxiety in both the general population and patients with CVD. Current standard treatments such as selective serotonin reuptake inhibitors and psychotherapies are recommended for CVD patients with depression, although their efficacy for reducing CVD morbidity and mortality remains uncertain. In conclusion, prospective studies on the link between depression/anxiety and the onset and prognosis of CVD are urgently needed in the Chinese population, and more efforts are warranted to examine the efficacy of depression and anxiety treatments for CVD patients, particularly the integrated care model of including psychiatrists in a multidisciplinary clinical group.