Objective: This study examines the association of depressive and anxiety disorders and their clinical characteristics (disorder type, severity, chronicity and clinical subtypes) with diet quality. Method: Data from 1634 adults (controls = 336, current disorder = 414, remitted = 886) were sourced from the 9-year follow-up of the Netherlands Study of Depression and Anxiety. Depressive and anxiety disorders were established with Composite International Diagnostic Interviews. Severity was measured with the Inventory of Depressive Symptomatology (IDS), Fear Questionnaire and the Beck Anxiety Inventory. Chronicity was measured with life-chart interviews expressed as percentage time with a disorder(s). Diet quality was evaluated using the Mediterranean Diet Score (MDS) and the Alternative Healthy Eating Index (AHEI). Results: Diet quality was significantly worse among subjects with a current disorder than among healthy controls. Subdividing subjects showed that those with concurrent depressive and anxiety disorders had the lowest diet quality score (MDS: β = −0.41 per SD, 95% Confidence interval (95%CI) = -0.60, −0.21; AHEI β = −0.22 per SD 95% CI = −0.42,-0.03). More chronic depression or anxiety disorders and increased severity in all participants showed a dose-response association with poorer diet quality. There was no distinct pattern between IDS items related to depression subtypes and diet quality. Conclusion: Diet quality is poorer in persons with depressive and anxiety disorders; in particular in those with comorbidity. The more severe and chronic the symptoms, the poorer the diet quality. Prospective studies are needed to confirm the direction of the relationship of depressive and anxiety disorders with diet quality and to examine whether improving diet quality could improve mental health.