This chapter examines the composite relationships between coffee consumption, anxiety, and depression. Coffee is a globally popular beverage. It contains over a thousand bioactive compounds, including caffeine and chlorogenic acids. These compounds have the potential to influence mental health. Consuming coffee produces neuroprotective effects and enhances neurotransmitter activity that has the potential to improve mental health. Research links moderate coffee consumption to a reduction in depression risk. However, excessive intake can exacerbate anxiety symptoms. Individuals with specific genetic variants are more susceptible in this regard due to caffeine metabolism and adenosine receptor function. The chapter highlights the role of chlorogenic acids in modulating anxiety responses and caffeine’s impact on neurotransmitter systems such as dopamine and serotonin. It emphasizes the critical influence of genetic, lifestyle, and environmental factors on the effects of coffee, advocating for personalized consumption guidelines. The chapter also discusses the influence of coffee on the gut-brain axis and its potential role in preventing depression through neuroplasticity pathways. It further provides a comprehensive overview of the benefits and risks associated with coffee intake, suggesting guidelines to mitigate adverse effects while optimizing mental health benefits. The chapter also proposes future research directions, including longitudinal studies and genetic profiling.