The objective of this study was to compare the prevalence of anxiety and depression in cancer patients with the prevalence found in the general population, using the Hospital Anxiety and Depression Scale (HADS). Participants were 1529 cancer patients treated between 2002 and 2004 in Germany and 2037 persons from the German general population. In the cancer patients, the risk of psychiatric distress was nearly twice that of the general population. While for older age groups (61 years and above) there were only small differences between cancer patients and the general population, the differences in both scales were high for young persons. There were differences between the HADS mean scores of the patients with different tumour localisations, with high values for brain cancer and low scores for prostate cancer. The influence of the tumour stage on anxiety and depression was weak. However, depression scores of patients with a survival time less than 1 year were elevated. The results show that large sample sizes are necessary to evaluate the psychological situation of cancer patients, and that age and gender differences must be taken into account when several samples are compared.