Co-morbid symptoms of depression and/or anxiety are prevalent in patients with cystic fibrosis (CF) and may impair adherence to treatment. We expected that patients with repeatedly elevated symptoms of depression over two years would report less adherence to prescribed inhalation therapy and that moderate symptoms of state anxiety would be associated with better adherence. Participants of a German services research study were interviewed with a semi-structured telephone interview regarding problems with adherence regarding inhalation therapy at the end of a 2-year observation period. Occurrence of self-reported problems with adherence regarding inhalation were affirmed or declined. Answers were summed up in a score. Anxiety and depression were assessed at baseline as well at 1- and 2-year follow-up using the Hospital Anxiety and Depression Scale. Complete data of 76 participants were available for analysis (M = 27.9 years; range 14 to 49 years; 58% female). Elevated symptoms of depression were not associated with adherence to inhalation therapy. However, differences were found regarding anxiety (F = 4.61; p = 0.013): low levels (0–3; M = 3.00±1.72), medium levels (4–7; M = 2.18±1.55), and elevated levels (≥8; M = 3.61±1.5). Previously reported associations of depression with adherence to treatment in patients with CF could not be replicated which might be due to sample or methodical differences. However, absence of anxiety and high levels of anxiety are correlated with adherence problems, whereas moderate levels of anxiety may drive adherence. Thus, a curvilinear correlation between anxiety and adherence should be considered.