There is scarce information in Middle-Eastern Europe regarding the prevalence of anxiety in patients with multiple sclerosis (pwMS) and its association with different clinical-demographic factors. We aimed to determine the prevalence of anxiety in Hungarian MS patients and to analyze associated factors. We evaluated 260 PwMS with the STAI-5 anxiety questionnaire. Fatigue (FIS), depression (BDI-II) and cognition (BICAMS) were also measured. Patients underwent standard neurological evaluations to evaluate Expanded Disability Status Scale (EDSS), and also measured the fine motor skills of the hand with the 9-hole peg test (9HPT), and the walking distance with the 25-foot walking test (T25FW). We identified 23.1% (N = 60) of the patients with anxiety (only state, trait or both forms concurrently). According to our two univariate, multivariable logistic regression analysis, fatigue and depression are strongly associated with both state and trait anxiety. In the absence of fatigue, the odds of trait anxiety are 82% lower (OR: 0.18; 95% CI: 0.06-0.53; p = 0.002), while in the case of pwMS without depression, the odds are reduced by 81% (OR: 0.19; CI95%= 0.07-0.51, p = 0.001). This association with fatigue (OR: 0.33; CI95%= 0.13-0.85, p = 0.021) and depression (OR: 0.14; CI95%=0.06-0.35; p < 0.001) can also be statistically verified on state anxiety. Importantly, a significant association with state anxiety was found in SPSM patients as well (OR: 34.94; CI95%=2.55-479.61; p = 0.008). Anxiety was strongly associated with fatigue, depression, and secondary progressive disease form. These results emphasize the burden of psychiatric morbidity in pwMS.