Previous work has found strong links between the choice of social media images and users' emotions, demographics and personality traits. In this study, we examine which attributes of profile and posted images are associated with depression and anxiety of Twitter users. We used a sample of 28,749 Facebook users to build a language prediction model of survey-reported depression and anxiety, and validated it on Twitter on a sample of 887 users who had taken anxiety and depression surveys. We then applied it to a different set of 4,132 Twitter users to impute language-based depression and anxiety labels, and extracted interpretable features of posted and profile pictures to uncover the associations with users' depression and anxiety, controlling for demographics. For depression, we find that profile pictures suppress positive emotions rather than display more negative emotions, likely because of social media self-presentation biases. They also tend to show the single face of the user (rather than show her in groups of friends), marking increased focus on the self, emblematic for depression. Posted images are dominated by grayscale and low aesthetic cohesion across a variety of image features. Profile images of anxious users are similarly marked by grayscale and low aesthetic cohesion, but less so than those of depressed users. Finally, we show that image features can be used to predict depression and anxiety, and that multitask learning that includes a joint modeling of demographics improves prediction performance. Overall, we find that the image attributes that mark depression and anxiety offer a rich lens into these conditions largely congruent with the psychological literature, and that images on Twitter allow inferences about the mental health status of users.