Background and Objectives: Various bio-psychosocial mechanisms underlying the link between anxiety, depression and cardiovascular disease risk, remain unknown. We investigated the role of irrational beliefs in conjunction with anxiety and depression in the 10-year cardiovascular disease (CVD) incidence, and the effect of biochemical and socio-behavioral factors. Design: 853[453 men (45 ± 13 years) and 400 women (44 ± 18 years)] from the ATTICA study (2002–2012) and without evidence of CVD were assessed. Methods: The Irrational Beliefs Inventory (IBI), the Zung Self-Rating-Depression-Scale (ZDRS) and the State-Trait-Anxiety-Inventory (STAI) were used for the assessments. Incidence of CVD was defined according to the International Coding Diseases (ICD)−10 criteria. Results: Participants with high irrational beliefs and anxiety symptoms had a 138% greater risk of developing CVD during the 10-year follow-up (2.38; 95%CI 1.75, 3.23) as compared to those without anxiety. Among others, C-reactive protein, interleukin-6 and total antioxidant capacity were mediators in the tested association. Interaction of irrational beliefs and depression was not associated with the 10-year CVD in all models. Conclusions: Inflammation and oxidative stress, partially explained the associations between irrational beliefs and anxiety in predicting CVD risk. These findings advance psychological research in the area of primary prevention of mental health and cardiovascular diseases.