The literature on anxiety and depression in work life is scarce. This study examined if and how levels of anxiety and depression differed between occupations. The study encompassed 17384 workers with occupations classified according to ISCO-88 (COM) from the population-based Hordaland Health Study. Levels of anxiety and depression were assessed by the anxiety and depression subscales of the Hospital Anxiety and Depression Scale (HADS-A and HADS-D, respectively). Main analytical method was univariate analysis of variance. Both HADS-A and HADS-D scores differed significantly between occupaional groups. HADS levels showed a distinct and inverse association with skill levels, most strongly observed for HADS-D scores in men. The relationship between skill levels and depression caseness was equally strong. Elementary occupations consistently showed higher-than-average HADS scores. The strength of the associations between depression score/caseness and skill levels are of clinical significance. Screening for depression should be considered in low-skill occupations.