BACKGROUND AND AIMS: Functional dyspepsia (FD) symptoms may lead to depression or anxiety in affected individuals and vice versa. These individuals often have more serious somatic symptoms, longer disease recovery time, and tend to consume more medical resources and health care costs. Therefore, recognition of depression and anxiety is crucial to improve clinical outcome in FD patients. The aim of this study is to systematically review the association of functional dyspepsia with depression and anxiety. METHODS: This systematic review was reported following the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) criteria. A Literature search was carried out with PubMed and ProQuest databases from 1 January 2010 to 5 October 2020. The outcomes of interest were association of functional dyspepsia with depression and anxiety. The quality of each study was assessed using the Joanna Briggs Institute (JBI) tool. RESULTS: A total of 13 studies involving 14,076 subjects were included in this review. Almost all of the studies showed that prevalence of depression or anxiety is higher in patients with FD compared to controls. This is implied by a higher mean score on the depression and anxiety questionnaire assessment tools or a positive correlation in the odds ratio. FD is known to affect more females than males, but psychological links were stronger in males. Moreover, prevalence of depression and anxiety symptoms in patients with refractory FD (63.3% and 61.5%) was higher compared to non-refractory FD (20.9% and 23.3%) and healthy patients (10% and 10%). CONCLUSION: There is a significant association of FD with depression and anxiety. Thus, identifying psychological factors in FD patients is essential to help clinicians determine the best choice of treatment and improve the prognosis and quality of life of the patients.