Background <p>Anxiety and depression are common mental health problems in cancer patients. At the same time, cancer patients often suffer from disease-related catabolic dysregulation and malnutrition. Emerging evidence has suggested the potential link between mental disorders and nutritional status.</p> Aims <p>This study summarised the evidence for the association of malnutrition with anxiety and depression in cancer patients.</p> Methods <p>A systematic search of PubMed and EMBASE databases was performed for observational studies published up to December 2024.</p> Results <p>Forty-one articles were found eligible for inclusion in the systematic review, and twenty-nine in the meta-analysis. Compared with the normally nourished cancer patients, malnourished patients had a more than threefold (relative risk (RR) = 3.23, 95% CI 2.39, 4.38) and nearly twofold (RR = 1.87, 95% CI 1.48, 2.37) increased risk of depression and anxiety, respectively. Considering the studies that identified lower emotional status as a cause rather than an effect of malnutrition, the inverse association was confirmed only for depression (RR = 2.01, 95% CI 1.62, 2.49), but not for anxiety (RR = 1.38, 95% CI 0.68, 2.80). Finally, the standardised mean differences of the psychological scores showed significantly higher values in individuals with nutritional impairment compared to those with normal nutritional status (SMD = 0.69, 95% CI 0.50, 0.88 for depression and SMD = 0.54, 95% CI 0.26, 0.82 for anxiety).</p> Conclusions <p>Mental health problems such as anxiety and depression are associated with malnutrition in cancer patients.</p>