BackgroundAnxiety and depression are more common among university students than in the general population. It is reported internationally that the COVID-19 pandemic increased the prevalence of anxiety and depression among students. This study aimed to measure the prevalence of anxiety and depression among university students in Palestine and to explore the association between anxiety and depression during the COVID-19 pandemic. A cross-sectional questionnaire-based descriptive study was carried out on university students. The Generalized Anxiety Disorder Scale (GAD-7) and the Center for Epidemiological Studies Depression (CES-D) scale were used to evaluate anxiety and depression, respectively. Chi-square was used to evaluate the risk factors associated with the levels of anxiety and depression. The association between anxiety and depression was evaluated using Pearson correlation.ResultsA total of 1049 students were enrolled in the study. The prevalence of depression among them was 55.8%, 26.4%, and 9.8% for severe, moderate, and mild depression, respectively. Depression symptoms were significantly variable based on students’ field and year of study, sleeping period, smoking, and food source. The prevalence of anxiety was 16.1%, 30.7%, and 36.1% for severe, moderate, and mild anxiety, respectively. Anxiety symptoms were significantly variable based on students’ gender, year of study, sleeping period, smoking, and place of residence. A strong positive correlation was observed between the CES-D and GAD-7 scores (R = 0.707).ConclusionPalestinian university students suffer from elevated levels of anxiety and depression during the COVID-19 pandemic. This necessitates the need for strategies by stakeholders to take immediate and appropriate interventions.