We explored the differences in dietary habits and dietary patterns between individuals characterized by irrational beliefs with no or low anxiety and depressive symptoms and individuals characterized by irrational beliefs with high anxiety and depressive symptomatology. Within the context of the ATTICA cohort study (2002–2012), 853 participants without evidence of cardiovascular disease (453 men (45 ± 13 years) and 400 women (44 ± 18 years)) underwent mental health assessment through the irrational beliefs inventory (IBI), the Zung self-rating depression scale (ZDRS) and the state–trait anxiety inventory (STAI). Demographic characteristics, a thorough medical history, dietary behaviour and other lifestyle behaviours were also evaluated and analysed using factor analysis. Five main factors related to dietary patterns were extracted for the high-IBI/low-STAI group of participants (explaining the 63% of the total variation in consumption), whereas four factors were extracted for the high-IBI/high-STAI participants, the high-IBI/low-ZDRS participants and the high-IBI/high-ZDRS participants, explaining 53%, 54% and 54% of the total variation, respectively. A Western-type dietary pattern was the most dominant factor for individuals reporting irrational beliefs and anxiety or depressive symptomatology. The high refined carbohydrates and fats dietary pattern was the most dominant factor for individuals with irrational beliefs but without psychopathology. Linear regression analysis showed that irrational beliefs, in combination with anxiety or depression, age, sex and BMI, were important predictors of adherence to the Mediterranean diet. Dietary habits interact with irrational beliefs and, in association with the consequent psychological disorders, are associated with overall diet, and presumably may affect the health status of individuals.