Metabolic syndrome (MetS) is associated with depression, but its role in major depressive disorder comorbid with anxiety (AMD) is unclear. This study aimed to investigate the prevalence and clinical correlates of MetS in first-episode drug-naive (FEDN) patients with AMD in a Chinese Han population. In total, 1380 FEDN outpatients with AMD were recruited in this cross-sectional study. The sociodemographic features, clinical characteristics, history of suicide attempts, thyroid-stimulating hormone (TSH) levels, and MetS parameters of each subject were evaluated. All subjects were rated on the Hamilton Depression Rating Scale (HAM-D), Hamilton Anxiety Rating Scale (HAM-A), and the Positive and Negative Syndrome Scale positive symptom subscale. The prevalence of MetS among AMD patients was 8.04%. Compared to the non-MetS group, age, age of onset, TSH level, HAM-A and HAM-D scores, history of attempted suicide, and comorbid psychiatric symptoms were higher in the MetS group. Those in this group were also more likely to be married, and they had a lower educational level. Furthermore, age, psychiatric symptoms, suicide attempts, and higher TSH levels were independently associated with MetS in AMD patients. This study suggests a lower prevalence of MetS in FEDN patients with AMD in a Chinese Han population. Older age, comorbid psychiatric symptoms, history of attempted suicide, and higher TSH levels are related factors for MetS in AMD patients.