Background: Anxiety, depression and fatigue are commonly reported by persons with multiple sclerosis (PwMS). Objectives: We estimated the prevalence of each factor in a representative sample of PwMS, and in subgroups defined by age, sex and disease duration, at cohort entry and over time. We further examined whether and how these factors clustered together. Methods: A population-based longitudinal cohort of 198 PwMS was followed 6-monthly for 2.5 years. The Hospital Anxiety and Depression Scale (HADS) was used to measure anxiety (cut-point >7) and depression (>7) and the Fatigue Severity Scale (FSS) to measure fatigue (≥5). Results: At cohort entry, prevalence of anxiety was 44.5% (95%CI 37.51%), depression 18.5% (95%CI 184.108.40.206%), and fatigue 53.7% (95%CI 47.61%). Fatigue was more common in males than females (RR 1.29, p=0.01), with attenuation of the effect after adjustment for Expanded Disability Status Scale (adjusted RR 1.18, p=0.13). Prevalence of anxiety (but not depression or fatigue) decreased by 8.1% per year of cohort observation (RR 0.92, 95%CI 0.86.0.98, p=0.009), with the effect more pronounced in women (14.6%, RR 0.85, 95%CI 0.79.0.93, .<0.001) than men (2.6%, RR 1.03, 95%CI 0.90.1.17, p=0.77). There was no apparent seasonal variation in the prevalence of any of the three factors (p>0.05). All three factors occurred contemporaneously at cohort entry in a higher proportion of the cohort than expected by chance (p<0.001). Conclusions: Anxiety, depression and fatigue are common in PwMS and tend to cluster together. The findings are important for clinical management of PwMS and to the exploration of possible shared causal biological pathways.