Purpose We report on prevalence of anxiety, depression, and concentration difficulties and their associations in survivors of cancer in a nationally representative sample up to 25 years after diagnosis. Methods Using the National Health and Nutrition Examination Survey (NHANES) data from 2015 to 2018, participants between the ages of 18 and 79 self-reported on cancer history, symptoms of anxiety, depression, and difficulties with concentration. Results Of 10,337 participants, 691 (6.7%) reported a previous diagnosis of cancer; the median time since diagnosis was 8 years. Prevalence was similar between those with and without cancer for anxiety (45.8% versus 46.9%) and depression (19.7% versus 20.0%). Concentration difficulties were more common (11.3% versus 9.0%) for those with a history of cancer compared to those without (adjusted OR = 1.38, 95% CI: 1.00–1.90). Prevalence of mental health symptoms was not related to time since diagnosis. Anxiety and depression were highly correlated (r = 0.81, 95% CI: 0.74–0.86) and moderately correlated with difficulty with concentration (r = 0.52, 95%CI: 0.40–0.64 and r = 0.64, 95% CI: 0.53–0.74 respectively). Conclusions Difficulty with concentration was more commonly reported by participants with than without a cancer history. Report of anxiety and depression was no different between participants with and without a history of cancer. Anxiety, depression, and difficulties with concentration were strongly related. Further research is needed to explore if there is a causal association, and if so, the direction of these correlations, so that interventions may be appropriately targeted.