Patients with hemodialysis face many physical and emotional stressors; yet little is known regarding coping strategies and their effects on patients' quality of life (QOL) and anxiety and depressive disorders. A total of 117 patients were enrolled in this cross‐sectional study between October 2016 and April 2017. This study assessed QOL (Medical outcome short form 36—MOS 36), coping (Assessment Scale for Coping Attitudes—COPE) and psychiatric comorbidities in hemodialysis patients. Beck Depression Scale and Beck Anxiety Scale were also applied. Differences between groups were evaluated using Student's t‐tests and anova. Correlations among parameters were performed. Patients with any depressive disorder (22.2%, n = 26) and patients with any anxiety disorder (19.6%, n = 23) reported more impaired QOL. The most frequently used coping strategy in all patients was religious coping. Use of instrumental social support, humor, and positive reinterpretation scores were lower in patients with any depressive disorder (P = 0.009, P = 0.034, P = 0.047).The total score of emotion‐focused coping strategies was lower with patients with any depressive disorder (P = 0.021) and emotion‐focused coping strategies were positively correlated with QOL scores. Younger age and longer duration of hemodialysis have significant negative correlation with emotion‐focused coping strategies' total score (P = 0.01, P = 0.02). Patients with hemodialysis use variety of coping strategies. The use of emotion‐focused coping was associated with better QOL and reducing the risk of depressive disorder. Interventions to facilitate the use of adaptive coping strategies may improve patients' QOL and mood.