To investigate the prevalence of anxiety, depression and mixed anxiety and depressive disorder (MADD) and factors associated with these conditions in women with chronic pelvic pain (CPP) compared to a pain-free control group. A cross-sectional study was conducted with 100 women with CPP and 100 without CPP. The Hospital Anxiety and Depression Scale (HADS) was used to evaluate the presence of anxiety and depression. Sociodemographic, behavioral and clinical characteristics were investigated. Fisher's exact test was used to compare characteristics between groups. A log-binomial regression model was used, with adjustment for age, skin color, schooling, body mass index and pain. Prevalence ratios (PR), together with their 95% confidence intervals (CI), were calculated to investigate factors associated with anxiety, depression and MADD. The prevalence of anxiety was 66% in the CPP group and 49% in the controls (=0.02). Depression was identified in 63% of the women with CPP and in 38% of the controls (<0.01). MADD was present in 54% of the CPP group and in 28% of the controls (<0.01). In the adjusted analysis, CPP (PR=1.3; 95%CI: 1.1-1.6), physical abuse (PR=1.5; 95%CI: 1.2-1.8) and sexual abuse (PR=1.5; 95%CI: 1.1-1.8) were independently associated with anxiety. Women of 25 to 34 years of age were less likely to have anxiety (PR=0.6; 95%CI: 0.4-0.8). CPP (PR=1.6; 95%CI: 1.2-2.2), physical abuse (PR=1.3; 95%CI: 1.1-1.7) and sexual abuse (PR=1.7; 95%CI: 1.3-2.2) were independently associated with depression. CPP (PR=1.9; 95%CI: 1.3-2.7), smoking (PR=1.5; 95%CI: 1.1-2.1), physical abuse (PR=1.4; 95%CI: 1.1-1.9) and sexual abuse (PR=1.4; 95%CI: 1.1-1.8) were independently associated with MADD. The prevalence of anxiety, depression and MADD was higher in women with CPP compared to the pain-free controls. Factors associated with mental disorders were identified. The independent association between CPP and anxiety, depression and MADD was noteworthy. These findings suggest that systematic management of psychological factors could contribute towards improving the mental health of these women.