Stress and depression among physicians are recognized as important problems because of the potential risks they impose on individual health and medical care. This study aims to assess level of stress and depression and associated factors among family medicine residents in Al-Madinah, Saudi Arabia. Methods: This cross-sectional study was conducted among 75 residents in the family medicine residency programs in Al-Madinah. Stress and depression were assessed by using the stress and depression subscales of the validated Depression, Anxiety and Stress Scale-21 item (DASS-21). Sources of stress were assessed by 22 items. Results: Most participants had stress (57.3%) and depression (53.3%). Stress was associated with work overload (P=0.032), work demands affect personal/home life (P<0.001), inability to participate in decision making (P=0.026) and inability to make full use of skills and abilities (P=0.019). Depression was associated with ‘work demands affect personal/home life’ (P<0.001). Conclusion: The prevalence of stress and depression among family resident doctors was high. Establishing a residency counseling office is suggested to deal with the resident's problems in a way that supports their needs and leads to the best working environment.