There is a high co-morbidity between chronic inflammatory disorders and depression. Proinflammatory cytokines like TNF-α seem to play a central role in the pathogenesis of these disorders, and its neutralization provides a potent treatment for inflammatory disorders. Few studies showed that TNF-α blockers also caused an improvement in depressive symptoms associated with these chronic inflammatory disorders. To evaluate the effectiveness of TNF-α blockers on symptoms of ankylosing spondylitis (AS), depression, anxiety and quality of life, 9 AS patients resistant to classical therapy were enrolled and followed-up at 2nd and 6th weeks after a TNF-α blocker was started. Hamilton Depression and Anxiety Scales (HAM-D, HAM-A), Hospital Depression and Anxiety Questionnaire (HAD), Quality of Life Scale (SF36) and AS severity index (BASDAI) were applied to the patients at weeks 0, 2 and 6. ESR and CRP were evaluated to monitor biological disease activity. There was a significant reduction in HAM-D (p = 0.00), HAM-A (p = 0.00), HAD anxiety scores (p = 0.02) and a significant improvement in SF36 physical function (p = 0.00), physical role limitations (p = 0.00), bodily pain (p = 0.05), general health (p = 0.01), vitality (p = 0.03) and emotional role limitations (p = 0.00) subscales, BASDAI scores (p = 0.00), ESR (p = 0.00) and CRP (p = 0.00). Change in clinical disease activity (BASDAI) was not correlated with change in depression-anxiety scores, while change in biological disease activity (CRP) was correlated with change in depression-anxiety scores. TNFα blockers may have a potential antidepressant effect besides its anti-inflammatory effect that seems to be independent of its clinical effect.