Objective The objective of this investigation was to evaluate the effects of acupuncture and sham acupuncture on the symptoms of anxiety and depression brought on by premenstrual dysphoric disorder (PMDD). Methods In a single-blind randomised clinical trial, 30 volunteers with PMDD were assigned alternately to group 1 (acupuncture) or group 2 (sham acupuncture), and completed an evaluation of symptoms of anxiety and depression using the Hamilton Anxiety (HAM-A) and Hamilton Depression (HAM-D) Rating Scales. The procedure was performed twice a week for two menstrual cycles, for a total of 16 attendances for each participant. Results Before the intervention the mean HAM-A and HAM-D scores did not differ between groups. Following the intervention symptoms of anxiety and depression were reduced in both groups; however, the improvement was significant in group 1 compared to group 2, as shown by a mean reduction in HAM-A scores of 58.9% in group 1 and 21.2% in group 2 (p<0.001). The reduction in the mean HAM-D scores was 52.0% in group 1 and 19.6% in group 2, resulting in a significant difference (p=0.012). Conclusions The results suggest that acupuncture could be another treatment option for PMDD patients.