This study investigated the effect of the interaction between cognitive style (CS) and school environment on self-perceived anxiety and depression. Two groups of 280 students each--one attending Fine Arts school and the other one Humanities school--were evaluated. CS was assessed by Preference Test, a paper-and-pencil test providing a measure of the extent to which individuals rely on the cognitive processes of each hemisphere. Anxiety and depression were assessed by a visual-analogue scale. Right-CS was associated to higher depressive tendencies than left-CS, and a similar but not significant pattern was observed for anxiety. A significant interaction between CS and school environment was found, i.e., the more the CS was in consonance with the environment cognitive demands, the less depressive tendencies were present, and vice versa.