International students are susceptible to several mental health disorders, including anxiety and depression amid the COVID-19 pandemic due to the implementation of epidemic control measures such as lockdown, quarantine, etc. The study aimed to investigate the depression and anxiety status as well as influencing factors of international students in Hunan, China during the COVID-19 outbreak lockdown. An online cross-sectional survey was conducted between May and June 2020. A snowball sampling technique was used to recruit participants. Patient Health Questionnaire (PHQ-9) and Generalized Anxiety Disorder (GAD-7) were used to assess depression and anxiety status, respectively. 450 participants completed the online survey. The overall prevalence of depression and anxiety was 28.7 % and 36.9 %, respectively. Multivariate logistic regression analyses showed that having suspected symptoms of COVID-19 (aOR = 3.54, 95 %CI = 1.30–9.64) and having family members or friends infected with COVID-19 (aOR = 1.51, 95 %CI = 1.31–3.84) were positively associated with depression. Being single was positively associated with anxiety (aOR = 3.10, 95 %CI = 1.46–6.57). Also, obtaining news or updates about the COVID-19 daily (aOR = 1.76, 95 %CI = 1.13–3.75), and using electronic devices for 5–6 h every day (aOR = 2.21, 95 %CI = 1.17–4.17) showed a positive association with anxiety. Furthermore, having a high coping strategy was negatively associated with anxiety (aOR = 0.33, 95 %CI = 0.12–0.92). Although implementing lockdown was an excellent measure, it resulted in a high prevalence of depression and anxiety symptoms. The findings support previous studies that reported an increased in depression and anxiety status due to the COVID-19 pandemic. Therefore, mental health education and psychological support should be provided to this population during the pandemic or future epidemic diseases.