This study was designed to identify the influence of stress and anxiety on depression in Central Asian Koreans living in Korea. Methods: We used a cross-sectional, descriptive correlational study design, to survey 159 Central Asian Koreans between July 2 and Dec 17, 2019. To analyze the data, we used descriptive statistics, independent t-test, one-way ANOVA with the Scheffé test, Pearson's correlation coefficient, and hierarchical multiple regression using the SPSS/WIN 23.0 program. Results: Multiple-regression analysis revealed that how long the subjects had been living in Korea (β=.07, p=.034), their active problem-solving skills (β=-.47, p=.031), and their anxiety levels (β=1.54, p<.001) were significant factors that explained approximately 44% of the variance in depression. Conclusion: We concluded that long-term residence and the skills to face and cope with, anxiety and stress can help lower the rates of depression of Central Asians living in Korea.