Objective This study aims to investigate the course and prevalence of anxiety and depression symptoms over 56 weeks in women with newly diagnosed breast and gynaecologic cancer and determine the acceptability and efficiency of incorporating routine screening into practice. Methods Participants completed the anxiety subscale of the Hospital Anxiety and Depression Scale (HADS‐A) and Centre for Epidemiological Studies Depression Scale (CES‐D) at diagnosis and again every 8 weeks for 56 weeks. Changes over time were analysed with repeated measures ANOVA adjusted for post hoc comparisons. Thresholds for caseness/referral to mental health were ≥11 and ≥16 on the HADS‐A and CES‐D, respectively. Results Participants were 167 women (101 breast, 66 gynaecologic). Mean ± SD age was 57.63 ± 22.66 years. Rates of anxiety (17.7%), depression (32.5%) and combined anxiety and depression (35%) symptoms were highest at diagnosis. Mean ± SD scores of anxiety (6.43 ± 3.83) and depression symptoms (12.68 ± 9.47) were highest at diagnosis with significant improvements observed by 8 and 24 weeks, respectively, and maintained thereafter. Overall rates of anxiety, depression and combined symptoms were 7.5%, 23.4% and 24.1%, respectively. Patients with breast and gynaecologic cancer did not differ. Referral was offered at least once to 94 women (56.3%), of whom 45 (47.9%) declined, 23 (24.5%) accepted and 26 (27.7%) were already receiving treatment. Patient evaluation was favourable. Conclusions Women are most vulnerable to psychological morbidity at diagnosis. Symptoms improve significantly over time. Reported rates are lower than those in the literature. Regular screening by self‐report is acceptable to patients but may not be the most efficient method of improving patient outcomes. Copyright © 2013 John Wiley & Sons, Ltd.