We examined the association between mood disorders and risk of herpes zoster in two case-control studies using data from nationwide Danish registries and practices in the UK Clinical Practice Research Datalink. We included incident zoster cases diagnosed in general practice (using systemic antivirals as a proxy in Denmark) or hospital during 1997-2013 in Denmark (n = 190,671) and during 2000-2013 in the United Kingdom (n = 177,361). We risk-set sampled 4 matched population controls per case. Conditional logistic regression analyses adjusting for zoster risk factors showed that the odds ratios for previous mood disorder among cases versus controls were 1.15 (99% confidence interval (CI): 1.12, 1.19; prevalence 7.1% vs. 6.0%) in Denmark and 1.12 (99% CI: 1.11, 1.14; prevalence 31.6% vs. 29.2%) in the United Kingdom. In Denmark, odds ratios were higher for anxiety (1.23; 99% CI: 1.17, 1.30) and severe stress and adjustment disorder (1.24; 99% CI: 1.18, 1.30) than for depression (1.11; 99% CI: 1.07, 1.14). In the United Kingdom, odds ratios for these conditions were similar: 1.12 (99% CI: 1.10, 1.13), 1.12 (99% CI: 1.10, 1.14), and 1.14 (99% CI: 1.10, 1.19) for depression, anxiety, and severe stress and adjustment disorder, respectively. In conclusion, mood disorders were associated with an increased risk of zoster.