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Background Fear is a primary emotional reaction to the deadly coronavirus disease which might be an associated factor for developing depressive symptoms. This study aimed to assess the level and associated factors of fear and depression amid the COVID-19 pandemic among the adult population of Bangladesh. Methods After providing informed consent, 1050 participants completed the cross-sectional online survey tool. Depressive symptoms and fear were assessed through the PHQ-9 and validated fear of COVID-19 scale (FCV-19S), respectively. Linear regression analysis was performed to predict potential factors of fear and depression. Results The study finds that females had higher scores for fear of COVID-19 scale (β1' = 1.81; 95% CI: 1.15 to 2.47) and Patient Health Questionnaire (β2' = 1.92; 95% CI: 0.95 to 2.88) than their male counterpart. Respondents considering the virus to be extremely dangerous had higher scores for FCV-19S (β1' = 1.55; 95% CI: 0.66 to 2.44) and PHQ-9 (β2 = 1.59; 95% CI: 0.25 to 2.92). Similarly, respondents considering themselves unsafe and very worried about the virus had increased scores for both FCV-19S and PHQ-9. On other hand, people those were reluctant to use masks (β1' = -1.58; 95% CI: -3.12 to -0.04) or seek doctors’ advice (β1' = -0.93; 95% CI: -1.83 to -0.02) if COVID-19 symptoms appear, had comparatively lower scores for FCV-19S. Conclusions Fear of COVID-19 and depression were found to be associated with some specific knowledge, attitude & preparedness towards COVID-19 which should be adequately addressed in public health strategies to prevent the virus., COVID-19; Fear; Depression; Adult population; Bangladesh