While cold weather disasters are likely to become more frequent under climate change, most health research is focused on heat waves, flooding or hurricanes. Oriented by a “cascading disaster health inequities” approach, we examine anxiety and depression after a cold-weather disaster using survey data (n = 790) collected in eight Texas metropolitan statistical areas following Winter Storm Uri (2021). 14.9% of respondents experienced anxiety (GAD-2) and 15.1% experienced depression (PHQ-2) six months after the event. In multivariable models, disability status and having more adverse event experiences during the storm increased odds of depression and anxiety. Minority racial/ethnic status was associated with greater odds of depression, but not anxiety. Those who were Black and disabled, Hispanic and disabled, disabled and Uri impacted, Black and Uri impacted or Hispanic and Uri impacted faced increased odds of depression compared to the applicable “doubly privileged” reference category. Those who were Hispanic and disabled or disabled and Uri impacted experienced elevated odds of anxiety compared to the applicable “doubly privileged” reference category. Results demonstrate the utility of a “cascading disasters mental health inequities” approach for illuminating how social factors intersect with disaster experiences to shape disparate risks.