Background: Rosacea is a chronic skin condition that affects self-esteem and quality of life. However, data on depression and anxiety in patients with rosacea are scarce. Objective: The aim of this study was to investigate the relationship between rosacea and new-onset depression and anxiety disorders. Methods: Data on all Danish citizens aged ≥18 years between January 1, 1997, and December 31, 2011, were linked at individual level in nationwide registers. Incidence rates per 1,000 person-years were calculated, and crude and adjusted incidence rate ratios (IRRs) with 95% confidence intervals (95% CIs) were estimated by Poisson regression models. Results: The study comprised a total of 4,632,341 individuals, including 30,725 and 24,712 patients with mild and moderate-to-severe rosacea, respectively. Mild and moderate-to-severe rosacea increased the risk of both depression [IRR 1.89 (95% CI 1.82-1.96) and IRR 2.04 (95% CI 1.96-2.12)] and anxiety disorders [IRR 1.80 (95% CI 1.75-1.86) and IRR 1.98 (95% CI 1.91-2.05)]. Conclusions: Rosacea was associated with a disease severity-dependent, increased risk of depression and anxiety disorders. The findings may call for increased awareness of psychiatric morbidity in patients with rosacea.