Anxiety and depressive disorders are characterized by a number of clinical symptoms like decreased mood, apathy, anhedonia and anxiety. An important element of the clinical picture is also neurocognitive impairment. The most common treatment methods for depression and anxiety are pharmacology, psychotherapy or a combination of both methods. The data from literature show that those treatment methods lead to an improvement of clinical symptoms, but they exert a possible impact on cognitive functions. However the study results referring both to the role of pharmacological treatment and psychotherapy in this domain are still inconsistent. There is an increasing number of accessible data confirming the positive effects of those clinical interventions on cognitive functioning of anxiety and depressive patients, but the interpretation is complicated because of differences in methodology as well as examined sample size and their characteristics. More studies are then needed to describe this phenomenon.