This study aimed to assess the prevalence of depression and anxiety in CHD patients and to explore the association between established cardiovascular risk factors and depression as well as anxiety. 2,216 patients with CHD confirmed by angiography were included in this cross-sectional study. Patient Health Questionnaire (PHQ-9) and Generalized Anxiety Disorder Scale (GAD-7) were used to assess depression and anxiety symptoms. The frequencies of individual depressive and anxiety symptoms grouped by age and gender were analyzed. Binary logistic regression analyses were used to identify cardiovascular risk factors associated with anxiety and depression. The overall prevalence rates of depression and anxiety in CHD patients were 8.2% and 5.4%, respectively. There were significant differences in the frequency of depression and anxiety symptoms between genders. However, age differences among individual depression and anxiety symptoms were insignificant. In multivariable analysis, female gender, smoking, and hyperlipidemia were associated with a more frequent depression occurrence, and female gender was associated with more frequent anxiety. Depression and anxiety were not associated with other cardiovascular risk factors. These findings suggest that a substantial proportion of CHD patients experienced anxiety and depression symptoms. Differences in depressive or anxiety symptoms among the distribution of individual symptoms need more attention. Depression was significantly associated with female gender, smoking, and hyperlipidemia. No anxiety symptom associations with cardiovascular risk factors were demonstrated to be significant except for the female. More research is needed to unravel the mechanisms of depression, anxiety, and cardiovascular disease.