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Background: This study aimed to evaluate the risk and protective factors associated with anxiety and depression symptoms in cancer patients at an advanced stage of cancer. Methods: A cross-sectional study was conducted on patients with advanced cancer who were receiving palliative care. Cancer patients aged 18 years or older, with preserved cognitive function who completed the questionnaires were eligible. The questionnaires of Hospital Anxiety and Depression Scale (HADS) and health related of quality of life questionnaire; the European Organization for Research and Treatment of Cancer (EORTC-C30) were applied. Outcome variables were the depression and anxiety symptoms of cancer patients under palliative care, according to the answers to the 14 items that make up the HADS Scale. The analysis used the R software, version 4.2.0. Results: Seventy cancer patients with advanced cancer were included. The colon was the most common neoplastic diagnostic (20%), followed by breast (12.9%) and lung (10%). The prevalence of depression was 44.3%, 25.7% anxiety and 52.9% had both symptoms. Patients with a high level of functionality had a lower chance of anxiety (OR = 0.80;p = 0.025), depression (OR = 0.82; p = 0.007), and anxiety and depression (OR = 0.82p = 0.008). We observed a lower chance of depression and depression/anxiety who showed a high level of Overall Performance. Three symptoms increased the chance of depression/anxiety: nausea/vomiting (p = 0.019), fatigue (0.031), loss of appetite (0.048). Conclusion: This study found high prevalence of anxiety and depression.Better quality of life and functionality were negatively associated with these outcomes. Examining the patient's functions will assist the clinician in alleviating symptoms of anxiety and depression, giving cancer patients in palliative care more dignity. Trial registration: Not applicable. [ABSTRACT FROM AUTHOR]