Background: Hypertension is a medical condition of public health concern that increases the risk of chronic noncommunicable diseases and mortalities. In recent years, understanding its coexistence with other comorbidities has been the focus of better management. However, the relationship between hypertension and depression or anxiety has been contentious issue, with diverse findings reported by different studies. Understanding this relationship will be crucial for blood pressure control and reducing the mortality associated with hypertension. Therefore, this study was conducted to determine the association between depression or anxiety and hypertension control. Methods: A cross-sectional study was conducted among 321 hypertensive patients accessing care in two hospitals. Depression and anxiety symptoms were assessed using the Hospital Anxiety and Depression Scale (HADS). The relationship between blood pressure control and depression or anxiety was assessed using binary logistic regression. Results: The prevalence of depression and anxiety was 12.1% and 23.1%, respectively. Up to 261 (81.3%) participants had uncontrolled blood pressure. Of these 261 participants, 14.2% and 23.4% had depression and anxiety, respectively. Depression was associated with an increased risk of uncontrolled blood pressure after adjusting for sex, smoking cigarettes, age, marital status, and exercise (odds ratio (OR) = 7.751, 95% confidence interval (CI) = 1.79–43.4, P = 0.011). Conclusion: Depression appears to be independently associated with an increased risk of uncontrolled blood pressure. It is therefore relevant for healthcare providers to assess for depression in patients with hypertension to ensure better hypertensive control.