Background: World Trade Center (WTC) rescue and recovery workers have a high burden of asthma, comorbid posttraumatic stress disorder (PTSD), and major depressive disorder (MDD). PTSD is associated with worse asthma outcomes. Objective: In this study, we evaluated whether the relationship between PTSD and asthma morbidity is modified by the presence of MDD. Methods: We used data from a cohort of WTC workers with asthma. Asthma control (asthma control questionnaire), resource utilization, and quality of life (asthma quality of life questionnaire) were evaluated. We used regression analyses to evaluate the adjusted association of PTSD and MDD with asthma control, resource utilization, and quality of life. Results: Of the study cohort of 293 WTC workers with asthma, 19% had PTSD alone, 2% had MDD alone, and 12% had PTSD and MDD. Adjusted mean differences (95% confidence interval) in asthma control questionnaire scores were 1.32 (0.85-1.80) for WTC workers with PTSD and MDD, 0.44 (0.03-0.84) for those with PTSD alone, and 0.50 (−0.38 to 1.38) for workers with MDD alone compared with those without MDD or PTSD. WTC workers with PTSD and MDD, PTSD alone, and MDD alone had mean (95% confidence interval) adjusted differences in asthma quality of life questionnaire scores of −1.67 (−2.22 to −1.12), −0.56 (−2.23 to −1.12), and −1.21 (−2.23 to −0.18), respectively, compared with workers without MDD or PTSD. Similar patterns were observed for acute resource utilization. Conclusion: PTSD and MDD seem to have a synergistic effect that worsens asthma control and quality of life. Efforts to improve asthma outcomes in this population should address the negative impacts of these common mental health conditions.