Patients infected with human immunodeficiency virus (HIV) may develop mental health problems such as anxiety and depression, which negatively impact of disease progression. We investigated factors associated with the prevalence of anxiety and depression symptoms among HIV-infected patients in Korea. A total of 840 HIV-infected patients who participated in the Korea HIV/AIDS Cohort Study from 2006 to 2012 were evaluated. Socio-demographic, epidemiologic, and clinical variables were obtained through standardized questionnaires. The State-Trait Anxiety Inventory and Beck Depression Inventory were used to assess the symptoms of anxiety and depression. Multiple logistic regression analyses were performed to identify factors associated with symptoms of anxiety and depression. The prevalence of anxiety and depressive symptoms among HIV-infected patients was 32% and 36%, respectively. Ex-smoker and persistent symptoms for more than one week within the past six months and diagnosis of HIV infection within one year were associated with increased anxiety symptoms (odds ratio [OR] 1.71, 95% confidence interval [CI] 1.09-2.69; OR 1.52, 95% CI 1.09-2.11; OR 1.49, 95% CI 1.02-2.20) and current smoking and persistent symptoms were also associated with increased depressive symptoms (OR 2.10, 95% CI 1.31-3.30; OR 1.87, 95% CI 1.25-2.79). Marital status, current smoking, current drinking, and persistent symptoms were associated with both increased anxiety and depressive symptoms (OR 1.75, 95% CI 1.07-2.88; OR 1.66, 95% CI 1.06-2.61; OR 1.88, 95% CI 1.18-2.99). The prevalence of anxiety and depressive symptoms among HIV-infected patients is higher than those estimated for the general population. This study shows the necessity to evaluate symptoms of anxiety and depression and suggest psychological support for HIV-infected patients who smoke or have persistent symptoms or have sexual partner or drink.