Objective To investigate the prevalence of anxiety and depression, and explore their related factors in all types of diabetic retinopathy (DR) patients more precisely and accurately by multiple scales. Methods Beck anxiety inventory (BAI), self-rating anxiety scale (SAS), beck depression inventory (BDI), and self-rating depression scale (SDS) scores were assessed in 247 DR patients and 250 non-retinopathic diabetes mellitus (NRDM) patients. Results In DR patients, there were 32 patients with proliferative DR and 115 patients with impaired visual acuity. The prevalences (95% confidence interval) of anxiety were 38.5% (32.4%-44.6%) and 32.0% (26.2%-37.8%) by BAI and SAS, while those for depression were 31.6% (25.8%-37.4%) and 25.1% (19.7%-30.5%) by BDI and SDS in DR patients. BAI score (P = 0.003), BAI-defined anxiety rate (P = 0.010), SAS score (P = 0.001), SAS-defined anxiety rate (P = 0.006), BDI score (P = 0.005), BDI-defined depression rate (P = 0.028), and SDS score (P = 0.001) were increased in DR patients versus NRDM patients. In DR patients, proliferative DR independently related to BAI-defined anxiety (P < 0.001) and SAS-defined anxiety (P < 0.001). Female (P = 0.016) and proliferative DR (P < 0.001) independently associated with BDI-defined depression; female (P = 0.007), DM duration (P = 0.025), triglyceride (TG) (P = 0.026), and proliferative DR (P = 0.014) independently associated with SDS-defined depression. The combination of these independent factors showed acceptable abilities in predicting BAI-defined anxiety, SAS-defined anxiety, BDI-defined depression, or SDS-defined depression in DR patients, with area under curves of 0.626, 0.656, 0.696, and 0.741, respectively (all P < 0.001). Conclusion Anxiety and depression are prevalent; meanwhile, proliferative DR, female, DM duration, and TG independently relate to anxiety or depression in DR patients.