Background: Anxiety and depression are the most common occurring psychological distress in infertile patients. Our study aimed to evaluate the prevalence of depression and anxiety, and investigate the association of infertility-related stress with them among Chinese infertility patients. Meanwhile, the role of self-esteem in this association was explored as a positive psychological resource.Methods: The investigation was conducted between December 2017 to May 2018. Questionnaires that measured infertility-related stress, self-esteem, depression, and anxiety were distributed to 536 female infertility patients in Shenyang, China. Hierarchical linear regression analyses were used to examine the mediating and moderating role of self-esteem. Baron and Kenny’s technique, asymptotic, and resampling strategies were used to confirm the mediating role of self-esteem on the associations of infertility-related stress with depression and anxiety.Results: The prevalence of depression and anxiety was 27.9% and 42.2% among Chinese female infertility patients. Infertility-related stress was positively associated with depression and anxiety, whereas self-esteem was negatively associated with depression and anxiety. Besides, the effect of infertility-related stress on depression and anxiety gradually decreases with the increase of self-esteem. Meanwhile, self-esteem partially mediated the association of infertility-related stress with depression and anxiety.Conclusions: There was a high prevalence of psychological distress. Infertility-related stress and self-esteem were associated with psychological distress, which helped to explain why infertile women suffered higher prevalence of depression and anxiety. Besides, self-esteem mediated and moderated the effects of infertility-related stress on depression and anxiety. Interventions that focus on self-esteem may be effective and available resource to combat mental problems.