The research was aimed at verifying whether psychological distress and depression are associated to reduced functional improvement following arthroplasty. Thirty-six patients with total knee arthroplasty (TKA) and 36 patients total hip arthroplasty (THA) were enrolled at the beginning of their rehabilitation. The mean age in TKA patients was 71.3+/-7.8 years (S.D.). The mean age in THA patients was 67.9+/-8.4 years. The Western Ontario and MacMasters Universities Osteoarthritis Index (WOMAC) and the Hospital Anxiety and Depression (HAD) were applied. Forty-four percent of THA and 58% of TKA showed over-threshold HAD scores at admission. The proportion was even higher considering HAD-Depression sub-scale, where 55% of THA and 61% of TKA patients had over-threshold scores. Lack of depression prompted better functional outcome in TKA. The effect of depression on TKA functional improvement was still significant after adjusting for age and sex. No association was found for THA patients. In order to maximize rehabilitation benefit it is then suggested that patients with recent TKA intervention are screened for distress and depression at admission and that psychological symptoms are treated if over-threshold.