INTRODUCTION: The Netherlands Study of Depression and Anxiety (NESDA, www.nesda.nl) is a longitudinal, multi-site, naturalistic, case-control cohort study set up to examine the etiology, course and consequences of depressive and anxiety disorders. This paper presents a cohort profile of NESDA. METHODS AND RESULTS: The NESDA sample recruited initially 2329 persons with a remitted or current DSM-IV based depressive (major depressive disorder, dysthymia) and/or anxiety disorder (panic disorder, social phobia, agoraphobia, generalized anxiety disorder), 367 of their siblings and 652 healthy controls, yielding a total of 3348 participants. Half-day face-to-face assessments of participants started in 2004 and since then have been repeated six times over a period of 9 years. A 13-year follow-up assessment is ongoing, at what time we also recruit offspring of participants. Retention rates are generally high, ranging from 87.1% (after 2 years) to 69.4% (after 9 years). Psychiatric diagnostic interviews have been administered at all face-to-face assessments, as was monitoring of clinical characteristics, psychosocial functioning and somatic health. Assessed etiological factors include e.g. early and current environmental risk factors, psychological vulnerability and resilience factors as well as (neuro)biology through hypothesis-driven biomarker assessments, genome-wide and large-scale '-omics' assessments, and neuroimaging assessments. LIMITATIONS: The naturalistic design allows research into course and consequences of affective disorders but is limited in treatment response interpretation. CONCLUSIONS: NESDA provides a strong research infrastructure for research into depressive and/or anxiety disorders. Its data have been used for many scientific papers describing either NESDA-based analyses or joint collaborative consortia-projects, and are in principle available to researchers outside the NESDA consortium.