Aims: To compare the prevalence of psychological symptoms (depression, anxiety, and stress) in women with urinary incontinence (UI), according to the presence or absence of myofascial dysfunction (MD) in the pelvic floor muscles (PFMs). Methods: Cross-sectional study, with women with UI who are 18 years old and over. The diagnosis of MD was defined by the pain of any intensity during the palpation of PFM. All participants answered the International Consultation on Incontinence Questionnaire-Short Form and the International Consultation on Incontinence Questionnaire Overactive Bladder for urinary symptoms and the Depression Anxiety and Stress Scale-Short Form-21 to check for the presence and degrees of depression, anxiety, and stress. Results: Two hundred-thirty-four women with a mean age of 52.5 (±9.2) years were included. Almost half (51.7%) of women had MD. Women with MD showed higher mild and moderate anxiety scores (p = .005) and higher mild, moderate, and severe stress scores (p = .027) than women without MD. Depression scores were not associated with MD; however, women with and without MD reported severe or extremely severe depression, anxiety, and stress. Conclusions: The risk for depression, anxiety, and stress is high among women with UI regardless of the presence of MD. However, women with MD had higher scores for anxiety and stress than women with UI without MD.