The prevalence of depression and anxiety has been shown to be higher in the urban population compared with the rural population. The present study investigated the prevalence of depression symptoms, anxiety symptoms, and depression with comorbid anxiety symptoms and their associated factors in a random sample drawn from several urban communities in Malaysia. This study also determined the association between the emergence of the COVID-19 pandemic and depression symptoms, anxiety symptoms, and depression with comorbid anxiety symptoms. We recruited 326 participants, who were administered a sociodemographic characteristics questionnaire; the 21-item Depression, Anxiety, and Stress Scale (DASS-21) to assess the presence or absence of depression symptoms, anxiety symptoms, and depression with comorbid anxiety symptoms; and the World Health Organization Quality of Life-BREF (WHOQoL-BREF) to assess their QoL. The following prevalence values were obtained among the participants: depression symptoms, 23.9%; anxiety symptoms, 41.7%; and depression with comorbid anxiety symptoms, 19.9%. Those assessed after the declaration of COVID-19 as a global pandemic showed increased odds of depressive symptoms (adjusted OR = 2.99, 95% CI = 1.41-6.35, p = 0.006) and depressive with comorbid anxiety symptoms (adjusted OR = 3.19, 95% CI = 1.37-7.45, p = 0.005), while the presence of comorbid stress increased the odds of depressive symptoms (adjusted OR = 16.00, 95% CI = 7.84-32.63, p