Anxiety and depression are listed as common side effects for medications licensed for treating ADHD in children and adolescents. This meta-analytic review of randomised controlled trials aimed to explore the effect of medications on symptoms of anxiety and depression in children and adolescents with ADHD. A meta-analytic review of ADHD drug trials in children and adolescents was conducted. Random effects meta-analyses were conducted on anxiety and depression outcomes measured by validated psychological scales or side effect rating scales. Only 11% of eligible trials in this review reported anxiety and/or depression as an outcome or side effect, limiting the conclusions of the meta-analyses. Relative to placebo control, no significant effect of medication was found for symptoms of anxiety or depression in randomised controlled trials of ADHD medication in children and adolescents. This review highlights the systemic lack of mental health outcome reporting in child and adolescent ADHD drug trials. The importance of widespread implementation of standardised measurement of mental health outcomes in future trials is discussed.