Abstract Background The frequency of depression and anxiety symptoms in Spanish-speaking patients suffering from rheumatic conditions is unknown when using self-administered detection tools. Methods A single-center, cross-sectional survey including 413 patients (341 women) with well-defined rheumatic diseases was conducted. The patient health questionnaire-9 (PHQ-9) and generalized anxiety disorder (GAD)-7 questionnaires were used to detect depression and anxiety symptoms, respectively. Results A total of 193 patients (46.7%) reported depression symptoms, and increased PHQ-9 scores were more frequently observed in women than in men (23% vs. 13%; p = 0.038), particularly in association with osteoarthritis, fibromyalgia, Sjögren’s syndrome, and osteoporosis. From 88 patients (21.3%) with PHQ-9 scores ≥ 10 points (moderate-to-severe depression symptoms), 27 (30.6%) were previously diagnosed to have depression and only four were under antidepressant treatment. Anxiety symptoms were observed in 168 patients (40.6%) and classified as moderate-to-severe by elevated GAD-7 scores in 68 subjects (16.4%). Of them, 12 (17.6%) were previously diagnosed with GAD, but only 4 (5.8%) were under therapy. Conclusions An unexpected and unusually high frequency of undiagnosed depression and anxiety symptoms was found in rheumatic patients. Self-administered screening tools adapted to the Spanish language are useful and may help clinicians to suspect these conditions.