Studies assessing the association between hunger and psychological states have been conducted in laboratory settings, or limited to persons with eating disorders. In this study, 748 community-dwelling adults (56.4% women, 60.0 ± 9.3 years) completed the Ecological Momentary Assessment four times a day (08:00, 12:00, 16:00 and 20:00) for seven days. At each assessment, respondents indicated their current hunger level, food intake, and psychological states (sad, anxious, active, lively, distracted, anhedonic, angry, slow thinking and restless). Time-lagged associations assessing the effect of hunger on subsequent psychological states 4 h later and vice-versa were assessed. Hunger intensity increased subsequent active feeling (coefficient and 95% confidence interval: 0.029 (0.007; 0.051)) and lively feeling (0.019 (0.004; 0.034)) and decreased later slow thinking (−0.016 (−0.029; −0.003)). Previous eating increased later activity (0.116 (0.025; 0.208)). Feeling active (0.050 (0.036; 0.064)), lively (0.045 (0.023; 0.067)) and restless (0.040 (0.018; 0.063)) increased later hunger intensity, while distraction (−0.039 (−0.058; −0.019)) and slow thinking (−0.057 (−0.080; −0.034)) decreased it. No association was found between hunger, food intake and negative psychological states (sadness, anxiety and anger). Conclusions: Positive psychological states and hunger influence each other, while no association was found between hunger and negative psychological states.