Objective: To investigate mental health and its associated factors in college students during COVID-19 confinement in campus, and to provide a scientific basis for mental health education. Methods: A general questionnaire, the Patient Health Questionnaire 9 (PHQ-9) and the Generalized Anxiety Disorder- 7 (GAD-7) were administered. A total of 1 816 college students under COVID-19 confinement in campus in Lanzhou City were surveyed from October 18 to November 18, 2021. Data were analyzed by using the ordinal Logistic regression method. Results: The overall incidence of depressive emotions was 38.76%, and the incidences of mild, moderate to severe depression emotions were 31.33% and 7.43%, respectively. About 16.36% of students showed anxiety, with mild, moderate to severe anxiety being 13.33% and 3.03%, respectively. Multivariate analysis showed that poverty( OR =1.29), daily schedule (basically normal OR =0.33, normal OR =0.18), adaptability of online learning (moderate adaptation OR =0.45, high level of adaptation OR =0.25), concerns about the infection of oneself and family members (some concerns OR =1.73, considerable concerns OR =2.09),male( OR =0.78), and the isolation mode( OR =1.70). The music listening (sometimes OR =0.44, often OR =0.41), daily schedule (basically normal OR =0.36, normal OR =0.19), adaptability of online learning (moderate adaptation OR =0.42, high level of adaptation OR =0.28), and concerns about the infection of oneself and family members (some concerns OR =1.87, considerable concerns OR =3.27) were primary factors associated with high level of anxiety among college students( P <0.05). Conclusion The incidence of depression and anxiety among college students increased following COVID-19 confinement and centralized isolation for medical observation in campus. Universities and relevant departments should take timely and precise measures for psychological counseling.