Psychological variables, such as depression and anxiety, are known as independent risk factors for coronary artery disease (CAD), suggesting the interaction of psychological and physiological factors in the development of CAD. In the present study, we analyzed the possible association between depressive and anxiety symptoms and major atherosclerotic risk factors in patients with chest pain warranting coronary angiography. The patients without CAD (n = 159) and those with CAD (n = 155) were evaluated for the severity of depression and anxiety by the symptom scales; high scores indicate severe symptoms. Age, male/female ratio, prevalence of diabetes mellitus (DM), and depression level were significantly higher in the CAD group. Among a total of 314 patients with chest pain, the mean depression score was higher in patients with DM (16.01 ± 8.12 vs 13.01 ± 9.6, p = 0.01) and those with hypercholesterolemia (15.43 ± 9.61 vs 12.53 ± 9.61, p = 0.02). The mean anxiety score was also higher in patients with DM (20.81 ± 12.85 vs 16.51 ± 12.09, p = 0.008), hypercholesterolemia (20.67 ± 13.11 vs 15.29 ± 11.36, p = 0.002), or hypertension (20.74 ± 12.94 vs 14.1 ± 10.8, p = 0.001). Thus, DM and hypercholesterolemia are associated with depression and anxiety, while hypertension is only related to anxiety. In contrast, smoking and family history of atherosclerosis are not related to depression and anxiety scores. These results suggest depression and anxiety symptoms may contribute to the development and progression of CAD, especially in patients with DM or hypercholesterolemia.