ObjectiveTo estimate the prevalence of depression and anxiety and identify associated risk factors in hospitalised persons with confirmed COVID-19 in Edo, Nigeria.DesignA multicentre cross-sectional survey.SettingPatients with COVID-19 hospitalised at the three government-designated treatment and isolation centres in Edo State, Nigeria.ParticipantsThe study was conducted from 15 April to 11 November 2020 among 489 patients with confirmed COVID-19 and in treatment and isolation centres in Edo State, Nigeria. The mean age of participants was 43.39 (SD=16.94) years. Male participants were 252 (51.5%) and female were 237 (48.5%).Main outcome measuresThe nine-item Patient Health Questionnaire for depression, (total score: 0–27, depression ≥10), Generalized Anxiety Disorder-7 for anxiety (total score: 0–21, anxiety ≥10), and social demographic and clinical characteristics for associated risk factors.ResultsOf the 489 participants, 49.1% and 38.0% had depressive and anxiety symptoms, respectively. The prevalence rates of depression, anxiety and combination of both were 16.2%, 12.9% and 9.0%, respectively. Moderate-severe symptoms of COVID-19, ≥14 days in isolation, worrying about the outcome of infection and stigma increased the risk of having depression and anxiety. Additionally, being separated/divorced increased the risk of having depression and having comorbidity increased the risk of having anxiety.ConclusionA substantial proportion of our participants experienced depression, anxiety and a combination of both especially in those who had the risk factors we identified. The findings underscore the need to address modifiable risk factors for psychiatric manifestations early in the course of the disease and integrate mental health interventions and psychosocial support into COVID-19 management guidelines.