Purpose To determine the prevalence of depression and anxiety and associated factors among returning workers with different epidemic experience in East China. Methods A cross-sectional study was conducted among 2435 employees from the enterprises located in Deqing (low-risk epidemic area) and Taizhou (high-risk epidemic area) of East China in March 2020. An online questionnaire covered information on sociodemographic and lifestyle factors as well as knowledge, attitude, behavior and experience about COVID-19. The Patient Health Questionnaire-9 (PHQ-9) and the Generalized Anxiety Disorder-7 (GAD-7) were applied to assess depression and anxiety symptoms, respectively. Logistic regression model was used to estimate adjusted odds ratios (aORs) and their 95% confidence intervals (CIs) for depression and anxiety symptoms associated with risk factors. Results The participants were aged 36.3 ± 9.2 years on average, and nearly half of them were female. Overall, the prevalence of depression, anxiety and both were 19.4%, 12.3% and 9.8%, and decreased with age. After adjustment for covariates, 16 or more years of education, being a white-collar worker or working in the high-risk epidemic area were significantly associated with increased risks of both depression and anxiety, in contract regular physical exercise was associated with decreased risks of both mental disorders. Conclusion The depression and anxiety problems were prevalent among returning workers during the COVID-19 period. Targeted psychological interventions should be developed and implemented to improve their mental health.