OBJECTIVE: To investigate the prevalence of anxiety and depression among patients with inflammatory arthritis (IA) and evaluate the association of these mental health issues with self-management behaviour. METHODS: In this nationwide cross-sectional study, we analysed data from 12 713 adult Danish patients with rheumatoid arthritis (RA), psoriatic arthritis (PsA) or spondyloarthritis (SpA). Patients received an electronic questionnaire covering sociodemographics, self-management behaviour and mental health status. Questionnaire data were linked to clinical data from the Danish Rheumatology database (DANBIO) and the Danish National Patient Registry. The prevalence of anxiety and depression (by the Hospital Anxiety and Depression Scale for Anxiety (HADS-A) and Depression (HADS-D)) was estimated separately for RA/PsA/SpA. The association between mental health status and low self-management behaviour (adherence to treatment, health activation and physical activity) was estimated using multivariable logistic regression, adjusting for age, sex, educational level and comorbidity. RESULTS: The prevalence of anxiety (HADS-A≥8) was highest for patients with SpA (34.5% (95% CI 32.4% to 36.6%)) and lowest for patients with RA (22.1% (95% CI 21.2% to 23.0%)), it was higher for women, younger (<55 years) and recently diagnosed (<3 years) patients and those with basic education. Similar prevalence estimates were found for depression. Across diagnoses, the clinically relevant symptoms of anxiety and depression (HADS≥8) were significantly associated with low self-management behaviour. CONCLUSION: Patients with IA showed substantial levels of anxiety and depression. A statistically significant association between anxiety and depression and low self-management behaviour was identified. These findings call for a systematic approach to identifying mental health issues in patients with IA.