PURPOSE: There is still insufficient data on mental distress factors contributing to exercise capacity (EC) improvement before and after cardiac rehabilitation (CR) in patients with coronary artery disease (CAD). The aim of our study was to evaluate the associations between various mental distress factors and EC before and after exercise-based CR (EBCR). METHODS: Over 12 months, 223 CAD patients (70% men, mean age 58 ± 9 years) were evaluated for socio-demographic, clinical, and mental distress symptoms as measured by the Hospital Anxiety and Depression scale (HADS), Beck Depression Inventory-II (BDI-II), and Spielberger State-Trait Anxiety Inventory (STAI). Patients were tested for EC at baseline and after EBCR. RESULTS: In a multivariate linear regression model, EC before EBCR was associated with HADS anxiety subscale (β = -.186, p = .002) and BDI-II somatic/affective subscale (β = -.249, p < .001). EC after EBCR was associated with HADS anxiety and depression subscales (β = -.198, p < .001; β = -.170, p = .002, respectively) and BDI-II (β = -.258, p < .001). The BDI-II somatic/affective subscale was the best predictor of reduced EC before and after EBCR. CONCLUSIONS: Mental distress and somatic/affective symptoms of depression are strongly associated with EC both at the beginning and after EBCR. Analysis of possible mediating or moderating factors was beyond the scope of our study. Future studies should focus on comprehensive evaluation of EC risk factors including other mental distress characteristics, subjectively experienced fatigue, and post-operative CAD symptoms.