Patients with advanced colorectal cancer (CRC) have multiple concurrent physical and psychological symptoms. This study aimed to explore the relationship between anxiety, depression, and symptom burden in advanced CRC.A multicenter cross-sectional study was conducted in 10 cancer centers from geographically and economically diverse sites in China. A total of 454 patients with advanced CRC completed the Hospital Anxiety and Depression Scale and the MD Anderson Symptom Inventory. Multiple regression analysis was applied to explore the relationship between anxiety, depression and symptom burden.About one-third of the patients showed symptoms of anxiety or depression. Patients with anxiety or depression reported significantly higher symptom burden than those without (p < 0.001). Patients with anxiety or depression reported a higher proportion of moderate-to-severe (MS) symptom number than those without (p < 0.001). About 52% of the patients with anxiety or depression reported at least three MS symptoms. The prevalence of MS symptoms was ranging from 7.3% (shortness of breath) to 22% (disturbed sleep), and in patients with anxiety or depression was 2-10 times higher than in those without (p < 0.001). Disease stage (β = -2.55, p = 0.003), anxiety (β = 15.33, p < 0.001), and depression (β = 13.63, p < 0.001) were associated with higher symptom burden.Anxiety and depression in patients with advanced cancer correlated with higher symptom burden. Findings may lead oncology professionals to pay more attention to unrecognized and untreated psychological symptoms in symptom management for advanced cancer patients.© 2024 The Author(s). Cancer Medicine published by John Wiley & Sons Ltd.