The objective of this study was to investigate the influence of extracellular polymeric substance (EPS) on the coupling effects between ammonia-oxidizing bacteria (AOB) and anaerobic ammonium-oxidizing (anammox) bacteria for the completely autotrophic nitrogen removal over nitrite (CANON) biofilm formation in a moving bed biofilm reactor (MBBR). Analysis of the quantity of EPS and cyclic diguanylate (c-di-GMP) confirmed that the contents of polysaccharides and c-di-GMP were correlated in the AOB sludge, anammox sludge, and CANON biofilm. The anammox sludge secreted more EPS (especially polysaccharides) than AOB with a markedly higher c-di-GMP content, which could be used by the bacteria to regulate the synthesis of exopolysaccharides that are ultimately used as a fixation matrix, for the adhesion of biomass. Indeed, increased intracellular c-di-GMP concentrations in the anammox sludge enhanced the regulation of polysaccharides to promote the adhesion of AOB and formation of the CANON biofilm. Overall, the results of this study provide new comprehensive information regarding the coupling effects of AOB and anammox bacteria for the nitrogen removal process.