Background: It is not uncommon that anxiety and depression occur in patients with cancers, and past researches have shown that the quality of life of patients is negatively affected. This study aims to determine the prevalence of anxiety and depression of patients with haematological cancers in Malaysia and to investigate the possible association of these psychological symptoms with their quality of life. Methods: This is a cross-sectional study where patients with haematological cancers attending two major hospitals were recruited. Anxiety and depression symptoms were assessed using the Hospital Anxiety and Depression scale (HADS). Quality of life (QoL) of these patients was measured using the European Organisation for Research and Treatment of Cancer quality of life questionnaire (EORTC QLQ C30). An overall summary QoL score in combination with financial difficulty score and global health score were used for analysis. Results: A total of 319 patients were recruited. Thirty-three percent of patients had anxiety symptoms, 23.5% had depression symptoms. In summary the overall score of QoL is significantly lower in patients with higher scores for depression and anxiety, (p<0.05). Patients who exhibit anxiety symptoms were more frequently female, still undergoing treatment whereas patients who had higher depression scores were older and had acute leukemias or myeloproliferative neoplasms. Patients who have depression are significantly associated with a higher financial difficulty score, p<0.05. Conclusion: The poor quality of life in patients who have anxiety and depression should raise awareness amongst the health professions treating them so that additional support can be provided.