Purpose: E-PsEYE is an internet-based, guided self-help course, following the principles of cognitive behavioural therapy, to reduce anxiety and depression in patients with retinal exudative diseases who receive anti-vascular endothelial growth factor (anti-VEGF) treatment. The purpose of this study was to determine the prevalence and related factors of anxiety and depression in this population and evaluate the usability and feasibility of E-PsEYE. Methods: Symptoms of anxiety and depression and related factors were determined in 90 patients (mean age 77 years, 58% female), based on multiple logistic regression analysis. Five patients with mild to moderate depression/anxiety tested the usability of E-PsEYE. They were asked to think aloud while completing two modules of the intervention and freely explore system features. The feasibility of the total E-PsEYE intervention was tested in 14 patients with mild to moderate depression/anxiety, based on a single arm pre-post study with a follow-up of three months: fidelity, acceptability, feasibility of study methods and potential effectiveness were explored. Results: Fifty-three percent of the total study population experienced at least mild anxiety and/or depression symptoms. Especially female patients (odds ratio (OR) 3.89, 95% confidence interval (CI) 1.33–11.40), those who experienced limitations in daily life activities due to vision loss (OR 9.67; 95% CI 3.18–29.45) and those who experienced loneliness (OR 3.53, 95% CI 1.14–10.95) were more likely to have anxiety/depression. The usability study raised several possibilities for improvement, based on which E-PsEYE was improved. The feasibility study showed adequate fidelity and acceptability. Most participants were satisfied with the results (79%). There was a high response rate, no loss to follow-up and mental health problems decreased in more than half of the patients. The Wilcoxon signed rank test indicated lower post-test ranks compared to pre-test ranks (depression Z −1.34, p = 0.18; anxiety Z −1.45, p = 0.15). Conclusions: Mental health problems are prevalent in patients who receive anti-VEGF treatment. Healthcare providers should recognise these problems and related factors in order to refer patients to appropriate care in a timely manner. Outcomes on the usability and feasibility of E-PsEYE are promising as a prelude to performing a randomised controlled trial, which will shed more light on its (cost-)effectiveness.