Anxiety and depression have been identified as common condition experienced by patients with heart failure (HF). Some HF patients who are unable to manage their anxiety and depression show poor coping mechanism. The aim of this study was to identify the correlation between anxiety, depression, and coping mechanism among outpatients with HF. This study was a descriptive study using cross-sectional design. A total of 155 HF patients were recruited from cardiology clinic of governmental hospital in East Java, Indonesia. Participants completed a demographic questionnaire, Generalized Anxiety Disorder-7 (GAD-7), Patient Health Questionnaire-9 (PHQ-9), and coping mechanism questionnaire. The mean score on the anxiety, depression, and coping mechanism was 6.41±2.98, 7.21±2.99, and 20.73±3.87, respectively. Anxiety was positively correlated with depression (r=0.502, p<0.000) while anxiety and depression were negatively correlated with coping (r=-0.348, p=0.000 and r=-0.170, p=0.035). Multivariate predictors for anxiety were gender (p=0.036), education (p=0.002), NYHA class (p=0.000), monthly income (p=0.010), depression (p=0.000), and coping (p=0.001). Significant predictors of depression were NYHA class (p=0.000), age (p=0.005), frequency of hospitalization (p=0.000), and anxiety (p=0.000). Predictors for coping mechanism were marital status (p=0.040), education (p=0.000), job status (p=0.011), monthly income (p=0.001), frequency of hospitalization (p=0.005), and anxiety (p=0.001). The findings suggested that higher level of anxiety and depression are associated with lower coping mechanism. In addition, there are various factors that influence each variable. Nursing interventions for reducing anxiety and depression are needed to achieve patients adaptive coping mechanism.