Background: The COVID-19 has had a profound negative impact on the population’s mental health. This study aimed to determine the prevalence of depressive and anxiety symptoms in the general population during the third wave of the COVID-19 pandemic and to identify risk factors associated with these symptoms after implementing initial prevention strategies. Subjects and methods: A cross-sectional study was conducted among 200 visitors to five general practices in February 2021 in Slovenia. The response rate was 82.0% (164/200). A structured survey was used to assess sociodemographic factors, depressive and anxiety symptoms, exposure to COVID-19 stressors, stress coping strategies used, and sense of coherence (SOC). A score of ≥10 points on the Patient Health Questionnaire-9 and ≥10 points on the General Anxiety Disorder-7 questionnaire were considered as cut-offs for screened depression and anxiety, respectively. The Mann-Whitney U test, chi-square test, and binary logistic regression were used for statistical analysis. Results: The prevalence of screened depression and anxiety was 24.4% and 12.9%, respectively. Independent predictors of depression were stigma related to COVID-19 (OR 2.42, 95% CI 1.57-3.73, p<0.001), low SOC (OR 5.89, 95% CI 2.21-15.72, p<0.001), and smoking (OR 3.53, 95% CI 1.23-10.10. p=0.019). Independent predictors of anxiety were religious rituals cancellation (OR 1.64, 95% CI 1.02-2.65, p=0.040), childcare responsibilities (OR 1.70, 95% CI 1.07-2.69, p=0.025), increased contact with close ones (OR 1.92, 95% CI 1.11-3.29, p=0.019), and low SOC (OR 5.21, 95% CI 1.22-22.31, p=0.026). Conclusions: Despite efforts to address the pandemic through prevention strategies and the burden of the pandemic decreasing, we still found a high prevalence of depressive and anxiety symptoms. While some risk factors can be addressed quickly, such as by providing stable childcare and schooling and enabling assess to mental health services for vulnerable families, others require a longer- term approach, such as strengthening SOC and reducing stigma.