The relationship between mood and executive functioning is of particular importance to neuropsychologists working with mixed psychiatric samples. The present study evaluated the relation of self-reported depression and anxiety to several common measures of executive functioning: the Wisconsin Card Sorting Test, the Trail Making Test, the Controlled Oral Word Association, and the Letter–Number Sequencing subtest of the Weschler Adult Intelligence Scale-III. Records from 86 adult patients evaluated in an outpatient psychiatry unit were examined. Correlations between self-reported depression or anxiety and most measures of executive functioning were small and non-significant. The variance predicted by depression or anxiety after controlling for age, gender, and IQ was minimal (typically ≤3.0%), even after conducting diagnostic subgroup analyses. These results suggest that impaired performance on measures of executive functioning is minimally related to self-reported depression and anxiety within mixed psychiatric settings.