Objectives: The Coronavirus Disease 2019 (COVID-19) outbreak is a global pandemic and has caught the attention of the rheumatology fraternity, where patients are thought to be at higher risk of infection. We aimed to study the incidence of COVID-19 infection and depression and anxiety symptoms among patients with rheumatic disease (RD) in Hospital Selayang, Malaysia, during the COVID-19 pandemic. Methods: A crosssectional study was conducted via phone interview using a structured questionnaire in patients with RD aged > 18 years old scheduled for clinic appointments from 4 to 28 May 2020, which coincided with the second wave of COVID-19 cases in Malaysia. The questionnaire included demographics, COVID-19 screening questions, depression and anxiety symptoms screening using questions derived from the Patient Health Questionnaire-2 (PHQ-2) and Generalized Anxiety Disorder-2 (GAD-2). Results: Among the 361 patients enrolled, the majority were females (83.1%), and over half (54.3%) were ethnic Malays, 41.6% had rheumatoid arthritis, 34.6% had systemic lupus erythematosus, 12.2% had spondyloarthropathy, and only one (0.3%) patient had COVID-19 infection. The mean age of patients was 48.2 years (range: 16–80 years). The frequency of patients with depression and anxiety symptoms was 8.6% and 6.9%, respectively. Married patients reported feeling more anxious (p = 0.013), while patients with tertiary education levels reported feeling more depressed (p = 0.012). Conclusions: The incidence of COVID-19 infection is low, probably due to the low rate of testing. Depression and anxiety symptoms reported by patients in our cohort were modest. Our findings suggest that the COVID-19 pandemic has a greater impact on married patients with RD and those with a higher education level.