Many patients affected by COVID-19 suffer from debilitating persistent symptoms whose risk factors remained poorly understood. This prospective study examined the association of depression and anxiety symptoms measured before and at the beginning of the COVID-19 pandemic with the incidence of persistent symptoms. Among 25,114 participants [mean (SD) age, 48.72 years (12.82); 51.1% women] from the SAPRIS and SAPRIS-Sérologie surveys nested in the French CONSTANCES population-based cohort, depression and anxiety symptoms were measured with the Center for Epidemiologic Studies-Depression scale and the 12-item General Health Questionnaire before the pandemic, and with the 9-item Patient Health Questionnaire and the 7-Item Generalized Anxiety Disorder scale at the beginning of the pandemic (i.e., between April 6, 2020 and May 4, 2020). Incident persistent symptoms were self-reported between December 2020 and January 2021. The following variables were also considered: gender, age, educational level, householdincome, smoking status,BMI, hypertension, diabetes, self-rated health, and SARS-CoV-2 infection according to serology/PCR test results. After a follow-up of seven to ten months, 2329 participants (9.3%) had been infected with SARS-CoV-2 and 4262 (17.0%) reported at least one incident persistent symptom that emerged from March 2020, regardless of SARS-CoV-2 infection. In multi-adjusted logistic regression models, participants in the highest (versus the lowest) quartile of depressive or anxiety symptom levels before or at the beginning of the pandemic were more likely to have at least one incident persistent symptom (versus none) at follow-up [OR (95%CI) ranging from 2.10 (1.89-2.32) to 3.01 (2.68-3.37)], with dose-response relationships (p for linear trend <0.001). Overall, these associations were significantly stronger in non-infected versus infected participants, except for depressive symptoms at the beginning of the pandemic. Depressive symptoms at the beginning of the pandemic were the strongest predictor of incident persistent symptoms in both infected and non-infected participants [OR (95%CI): 2.88 (2.01-4.14) and 3.03 (2.69-3.42), respectively]. In exploratory analyses, similar associations were found for each symptom taken separately in different models. Depression and anxiety symptoms should be tested as a potential target for preventive interventions against persistent symptoms after an infection with SARS-CoV-2.