At a population level, little is known about how anxiety and depression impact on work performance. We investigated the first and second order correlates of work accomplishment and care taken at work among people with International Statistical Classification of Diseases and Related Health Problems, 10th Revision, affective and anxiety disorders in comparison to healthy community residents. Australian Bureau of Statistics multistage sampling strategies obtained a household sample of 37,580 working age individuals. A secondary analysis was conducted using multiple binary logistic regression. The first order correlates of work performance were the extent of employment restrictions, mental health status, age, sex, and whether or not treatment was received. At the second order level, the effects of mental health status on work performance depended on age, sex, and receiving treatment. The effect of employment restrictions on work performance depended on age and sex only.