Infertile patients may be a high-risk group of mental disorder. The precise identification of the mental status of infertile patients can provide decision support to healthcare professionals and may be helpful in providing preventive measures accordingly. Rare studies focused on the mental status identification using artificial intelligence (AI) models for infertile people. This study aimed to precisely identify the mental status (anxiety and depression) of infertile patients using three AI models, the XGBoost, decision tree, and stacking models. The dataset, retrieved from a structured questionnaire survey in 2011, which included 400 infertility outpatients seeking reproductive treatments at three teaching hospitals in Taiwan was adopted for training and testing AI models. Aforementioned AI models were designed and reached identification performances of accuracy, precision, recall and area under ROC curve (AUC) equaling 0.75–0.82, 0.70–0.80, 0.64–0.72, and 0.64–0.72, respectively. The XGBoost model (accuracy = 0.82, precision = 0.80, recall = 0.72, and AUC = 0.72) outperformed or equaled the decision tree and stacking models in terms of accuracy, precision, recall, and AUC values. Designed AI models for mental status identification can be integrated into the clinical decision support system (CDSS) to provide the anxiety and depression group automatically. Accordingly, the worsening of infertility-related anxiety and depression can be prevented.