BackgroundAnxiety and depression are frequent disorders in patients with pulmonary arterial hypertension (PAH), but despite this only less than one-fourth of them is treated. Our aim was to review the studies regarding the prevalence and the impact of anxiety and depression and to propose management challenges.MethodsA literature review regarding 1) anxiety and depression studies in PAH patients and caregivers, 2) psychological interventions, 3) slow breathing approach, and 4) pharmacological approach was performed, based on evidence of effectiveness through a search of the most well-known databases (Cochrane Library, Medline, PsychINFO [2004–2018]).ResultsThe prevalence of mental disorders in PAH patients lies between 7.5% and 53% for depression and 19% and 51% for anxiety and panic disorders. The latest guidelines of the European Society of Cardiology recommend a psychological support with a class of recommendation I and a level of evidence c. The analysis of psychological intervention shows that at present there is no evidence of specific psychological interventions in these patients. However, treatment approaches based on other chronic illnesses are suggested, especially based on relaxation training, slow breathing, and cognitive behavioral therapy. Finally, data concerning the use of antidepressant drugs are conflicting.ConclusionFirstly, our data demonstrate a common underestimation of mental disorders by health professionals and secondly, the need of implementing appropriate methods of screening for mental disorders in PAH patients. However, the paucity of large observational studies in this area requires the attention of researchers. The evidence about optimal approaches for managing anxiety and depression in PAH also remains unclear and largely speculative. The challenge is the introduction of routine psychological intervention, as suggested by the European Society of Cardiology and already applied in other chronic disease.