Introduction Mood disorders, including anxiety and depression, are prevalent among patients with chronic kidney disease (CKD) who are on hemodialysis. Anxiety and\or depressive symptoms among those patients have been associated with early initiation of dialysis and adverse outcome. Aim The aim is to investigate the prevalence and factors associated with anxiety and depression among Saudi patients with CKD who are on hemodialysis. Methods This is a cross-sectional study. A total of 122 patients with CKD and on hemodialysis at King Fahad Hospital in Al-Madinah, Saudi Arabia, were included in the study during the period from November 2017 to August 2018. Data were collected using the Hospital Anxiety and Depression Scale questionnaire. Sociodemographic information, duration of illness, and duration of hemodialysis were determined. Results Of the 122 CKD patients, 24.6% had depression and 19.7% had anxiety symptoms. Anxiety symptoms were more prevalent among females than males (P = 0.04). Older age was significantly associated with depression (P = 0.003). Patients' depression and anxiety symptoms were insignificantly associated with their education level, employment status, duration of illness, and duration of hemodialysis.