Objectives Cooled radiofrequency (cRF) is an effective treatment for sacroiliac pain. In contrast to conventional radiofrequency denervation, this technique allows enlarging the area of denervation by cooling the radiofrequency probe. However, there is sparse knowledge about the impact of interventional procedures like cRF treatment of sacroiliac joint pain on psychological comorbidities. The aim of this retrospective study was to evaluate the outcome of cRF in chronic pain patients regarding the psychological outcomes anxiety, depression, sleep quality and pain related disability. Methods In this retrospective observational study 29 interventions were performed over a period of two years in 28 patients. Pre- and post-interventional pain levels, depression and anxiety scores, pain-related disability, treatment satisfaction and sleep quality were assessed by standardized and validated questionnaires. Pain medication was recorded prior to the intervention and at follow-up. Results Hospital Anxiety and Depression Scale (HADS-D) scores for depression showed a statistically significant reduction after therapy which did not remain significant after Bonferroni-Holm correction. Anxiety as measured by the HADS-A score did not show a statistically significant change. No statistically significant improvement was observed in the pain disability index. Patients reported fewer sleep disorders after treatment. Mean pain (NRS) was statistically significantly reduced 1 week post intervention and at time of follow-up. There was no clear reduction of analgesic medication. Conclusions Besides pain reduction, our data show a positive influence on sleep quality, possibly on depression, but not on anxiety and pain disability.