This study aimed to conduct a bibliometric analysis of published studies on the association between coronary heart disease (CHD) and depression or anxiety. The study also aimed to identify leading authors, institutions, and countries to determine research hotspots and obtain some hints from the speculated future frontiers. Publications about CHD and depression or anxiety between 2004 and 2020 were collected from the Web of Science Core Collection (WOSCC) database. Bibliographic information, such as authorship, country, citation frequency, and interactive visualization, was generated using VOSviewer1.6.16 and CiteSpace5.6.R5. In total, 8,073 articles were identified in the WOSCC database. The United States (2,953 publications), Duke University and Harvard University (214 publications), Psychosomatic Medicine (297 publications), and Denollet Johan. (99 publications) were the most productive country, institutions, journal, and author, respectively. The three hotspots of the research were “The relationship between depression and CHD,” “depression and myocardial infarction,” and “The characteristic of women suffering depression after MI.” The four future research frontiers are predicted to be “treating depression in CHD patients with multimorbidity,” “psychometric properties of instruments for assessing depression and anxiety in CHD patients,” “depression or anxiety in post-PCI patients,” and “other mental diseases in CHD patients.” Bibliometric analysis of the association between CHD and depressive disorders might identify new directions for future research.