Background. Asthma and depression are important public-health concerns worldwide. While some epidemiologic studies have shown asthma and wheezing to be associated with depression and anxiety, the patterns are unclear at the multinational level due to the lack of cross-study comparability. Our study examined the associations of self-reported asthma diagnosis and current wheezing with self-reported depression diagnosis and 30-day anxiety using an international survey. Methods. Using the 2002 World Health Survey, a standardized international survey conducted by the WHO, we estimated the associations between diagnosed asthma and current wheezing with diagnosed depression and 30-day anxiety via multiple logistic regressions for 54 countries worldwide. Results. Diagnosed depression and 30-day anxiety were associated with diagnosed asthma in 65% and 40% of the countries, respectively. Diagnosed depression and 30-day anxiety were associated with current wheezing in 83% and 82% of the countries, respectively. Conclusions. The association between asthma and depression was generally seen at the global level. These results indicated the importance of addressing the asthma-depression comorbidity as public-health and clinical management priorities, in order to improve the overall health of the countries.