BACKGROUND: The aim of this study was to assess the association between anxiety and depression with physical and sensory functional difficulties, among adults living in five low and middle-income countries (LMICs). METHODS AND FINDINGS: A secondary data analysis was undertaken using population-based disability survey data from five LMICs, including two national surveys (Guatemala, Maldives) and 3 regional/district surveys (Nepal, India, Cameroon). 19,337 participants were sampled in total (range 1,617-7,604 in individual studies). Anxiety, depression, and physical and sensory functional difficulties were assessed using the Washington Group Extended Question Set on Functioning. Age-sex adjusted logistic regression analyses were undertaken to assess the association of anxiety and depression with hearing, visual or mobility functional difficulties. The findings demonstrated an increased adjusted odds of severe depression and severe anxiety among adults with mobility, hearing and visual functional difficulties in all settings (with ORs ranging from 2.0 to 14.2) except for in relation to hearing loss in India, the Maldives and Cameroon, where no clear association was found. For all settings and types of functional difficulties, there was a stronger association with severe anxiety and depression than with moderate. Both India and Cameroon had higher reported prevalences of physical and sensory functional difficulties compared with Nepal and Guatemala, and weaker associations with anxiety and depression. CONCLUSION: People with physical and sensory functional difficulties are more likely to report experiencing depression and anxiety. This evidence supports the need for ensuring a good awareness of mental health among those working with individuals with physical and sensory functional difficulties in LMICs. This implies that these practitioners must have the skills to identify anxiety and depression. Furthermore, mental health services must be available and accessible to patients with these conditions, which will likely require further programmatic scale-up in these LMIC settings.