Medical training is considered a significant stress factor. We sought to assess the prevalence and intensity of anxiety and depressive symptoms in medical students and compare samples of first-year and sixth-year students. This was a cross-sectional study of first- and sixth-year medical students who attended classes regularly. The study instruments were a sociodemographic questionnaire, the Beck Depression Inventory (BDI), and the Beck Anxiety Inventory (BAI). A total of 232 students (110 first-year, 122 sixth-year) completed the questionnaires, for a response rate of 67.4%. Overall 50.4% of respondents were male (56.4% of first-year and 45.1% of sixth-year students). Anxiety symptoms were reported by 30.8% of first-year students and 9.4% of sixth-year students (p < 0.001). Female students were more affected by anxiety. There were no significant between-group differences in depressive symptoms. A higher prevalence of anxiety symptoms was found in first-year medical students as compared with sixth-year students. Strategies should be developed to help medical students, particularly female students, manage these symptoms at the beginning of their medical training.