Depression and anxiety are common mental illnesses. It is recognized that depression/anxiety causes physical changes, including insomnia, anorexia, and bladder dysfunction. We aimed to delineate bladder dysfunction in patients with depression/anxiety by reviewing the literature. We performed a systematic review of the literature to identify the frequency, lower urinary tract symptoms (LUTS), urodynamic findings, putative underlying pathology, and management of bladder dysfunction in patients with depression/anxiety. From a recent survey of a depression cohort (at a psychiatry clinic), the frequency of bladder dysfunction in depression is lower (up to 25.9%) than that in Parkinson's disease (up to 75%) and stroke (up to 55%), whereas it is significantly higher than that in age‐matched controls (around 10%). In both the depression cohort and the psychogenic bladder dysfunction cohort (at a urology clinic), the most common LUTS was overactive bladder (OAB), followed by difficult urination and infrequent voiding. Compared with severe LUTS, urodynamic findings were dissociated; i.e. urodynamic findings were normal except for increased bladder sensation without detrusor overactivity for OAB (50% of all patients), followed by underactive detrusor without post‐void residual for difficult urination. The effectiveness of serotonergic or anti‐cholinergic medication for ameliorating OAB in the patients awaits further study. In conclusion, although the frequency of LUTS among the depression cohort is not elevated, depression/anxiety is obviously a risk factor for OAB. This finding presumably reflects that the bladder is under emotional control. Amelioration of bladder dysfunction is an important target in treating patients with depression/anxiety.