Ankylosing spondylitis (AS) is a common inflammatory rheumatic disease. A high prevalence of psychiatric comorbidities, including depression, has been demonstrated in patients with ankylosing spondylitis. However, a clear temporal causal relationship between ankylosing spondylitis and psychiatric disorders has not been defined. A retrospective cohort study analyzed the relationship between ankylosing spondylitis and subsequent psychiatric disorders including schizophrenia, bipolar disorder, depression, anxiety disorders, and sleep disorders. The study was conducted with patients newly diagnosed with ankylosing spondylitis between January 1, 2000 and December 31, 2008 in the National Health Insurance (NHI) research database in Taiwan. The control cohort was constructed as a population without ankylosing spondylitis and matched for age and sex. The observed endpoint for all patients with ankylosing spondylitis and controls was until diagnosis of psychiatric disease, or until death or withdrawal from the health care system, or until December 31, 2009. The ankylosing spondylitis cohort included 2331 patients and the control cohort included 9324 matched controls. At follow-up, corrected HRs for depression, anxiety, and sleep disturbance were higher in the ankylosing spondylitis patient group than in the control group. Patients with ankylosing spondylitis may be at increased risk of developing depression, anxiety disorders, or sleep disorders after the initial diagnosis, but not schizophrenia or bidirectional disorders. These observations suggest the need for psychological assessment and intervention for patients with ankylosing spondylitis.