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Depression and anxiety in children and adolescents have become one of the major public health threats. This study aimed to provide a comprehensive and accurate understanding of the current status of depression and anxiety in primary and secondary school students in Urumqi and to provide a basis for early intervention in depressed and anxious individuals. All primary and secondary school students in 13 schools in the Urumqi S district were surveyed from March 2021 to November 2021, and depression and anxiety were screened using the Self-rating Depression Scale (SDS) and the Self-rating Anxiety Scale (SAS). Overall, 17,086 students participated, with 16,462 valid questionnaires and an effective rate of 96.3%; the numbers of primary, middle, and high school students were 3351, 10,469, and 2642, respectively, with 8493 male students and 7969 female students. The overall depression and anxiety detection rates of primary and secondary school students were 10.74 % and 14.85 %, respectively; the depression detection rates were 5.97 %, 12.05 %, and 11.62 % in elementary, middle, and high schools, respectively (x 2 =114.8, P < 0.001), while that of anxiety were 9.16 %, 16.75 %, and 14.53 %, respectively (x 2 =127.5, P < 0.001); the overall depression combined with anxiety detection rate was 8.61 %, and the depression combined with anxiety detection rates in elementary, middle, and high school were 0.95 %, 6.27 %, and 1.39 %, respectively (x 2 =86.34, P < 0.001). SDS scores in elementary, middle, and high school were (33.21 ± 10.16), (36.66 ± 12.83), and (36.90 ± 11.97), respectively, and SAS scores were (39.64 ± 8.41), (41.88 ± 10.03), (40.71 ± 9.26), respectively. The depression and anxiety scores of primary and secondary school students in Urumqi were lower than those of domestic norm; female students in the middle school group had the highest depression and anxiety scores among all school periods. The SDS and SAS individual scores showed differences in the frequency of specific symptoms and subjective feelings of depression and anxiety among students of different sex and school periods. Depression and anxiety detection rates were highest in secondary school and lowest in primary school; the detection rates of depression and anxiety were significantly higher in female students than in male students. Depression and anxiety scores were significantly lower in the primary school group than in the middle and high school groups, and depression and anxiety levels were significantly higher in female than in male students in each academic period. Female students were 2.045 (95 % confidence interval [CI]: 1.845–2.267) and 2.006 (95 % CI: 1.835–2.193) times more likely to have symptoms of depression and anxiety than male students, respectively. Middle school students were 7.112 (95 % CI: 3.639–13.898) and 5.499 (95 % CI: 3.302–9.155) times and high school students were 7.504(95 % CI: 3.740–15.058) and 5.093 (95 % CI: 2.966–8.744) times more likely to have symptoms of depression and anxiety than elementary school students, respectively. The pandemic may have impacted the results of the study, and this study did not explore the influencing factors of anxiety and depression. Depression and anxiety symptoms exist in some primary and secondary school students in S District, Urumqi. • Depression and anxiety in children and adolescents are major public health threats. • Children and adolescents' mental health problems are increasing yearly. • Specific degrees of depression and anxiety manifested differently in men and women. • Approximately 50 % of patients with depression are students. • Depression is a persistent feeling of sadness and loss of interest. [ABSTRACT FROM AUTHOR]