Background: Chronic kidney disease (CKD) is a growing public health problem worldwide with treatment options of either lifelong hemodialysis or kidney transplant. Hemodialysis patients usually experience intense emotional stress, caused by an inability to cope with various stressors such as sexual dysfunctions, fear of staying alone, restriction of foods, uncertainties about the future, changes in family structure, interferences at work, sleep disorders and psychological disorders such as anxiety and depression. Therefore, the aim of this pilot study is to assess the correlation between depression and anxiety with coping strategies among patients on maintenance hemodialysis. Method: A descriptive correlation research design was conducted in the hemodialysis units at the New Mansoura General Hospital. The data were collected from 41 hemodialysis patients who corresponded to the inclusion and exclusion criteria. Beck Depression Inventory (BDI-II), Beck Anxiety Inventory (BAI), and Dealing with Illness Inventory were used to achieve the purpose of the pilot study. Results: The results of the current pilot study revealed that depression and anxiety had statistically significant negative correlations with both active cognitive and active behavior coping (P<0.05) while they had statistically significant positive correlations with avoidance coping (P<0.05). Conclusion: Increasing the use of active cognitive and active behavior coping strategies is effective way to reduce symptoms of depression and anxiety. Application of psychiatric nursing intervention programs in hemodialysis units is recommended to enhance using of active coping strategies and discourage using of dysfunctional coping strategies to decrease depressive and anxiety symptoms.