End-stage kidney disease (ESKD) patients on maintenance hemodialysis (MHD) have a lot of anxiety. Anxiety and coping are associated with the locus of control; the present investigation aimed to study the state and trait anxiety, locus of control, and active and passive coping among patients on MHD. Thirty MHD patients and 30 controls were administered State–Trait Anxiety Inventory, Rotter's Locus of Control Scale, and Coping Responses Inventory. There were significantly higher scores on state and trait anxiety, respectively (67.53 ± 10.89 vs. 59.40 ± 6.97, P < 0.01, and 62.97 ± 8.45 vs. 58.07 ± 7.06, P < 0.05), and locus of control (11.27 ± 3.55 vs. 9.04 ± 1.86, P < 0.01) in patients as compared to controls. On coping responses, patients and controls differed on positive reappraisal (54.33 ± 4.67 vs. 51.17 ± 3.12, P < 0.01), seeking guidance and support (58.07 ± 5.51 vs. 53.27 ± 4.22, P < 0.01), problem solving (51.03 ± 4.70 vs. 47.57 ± 4.73, P < 0.01), cognitive avoidance (60.27 ± 6.76 vs. 56.80 ± 4.08, P < 0.05), acceptance or resignation (61.67 ± 6.30 vs. 58.83 ± 4.23, P < 0.01), emotional discharge (68.07 ± 6.78 vs. 64.30 ± 4.50, P < 0.05), approach coping (205.57 ± 10.55 vs. 189.70 ± 11.37, P < 0.01), and avoidance coping (255.30 ± 16.45 vs. 241.10 ± 10.50, P < 0.01). A higher prevalence of anxiety trait could be the cause of anxiety in MHD patients besides the medical problems. The locus of control among patients though a mixed one was significantly more toward externalism. Thus, there is a need to identify this group well in advance and prepared not only medically but also psychologically for MHD.