To investigate the association of demographic, clinical and psychosocial variables with levels of anxiety and depression in participants wearing an ocular prosthesis after eye enucleation. This cross-sectional study included 195 participants with an enucleated eye who were attending an ophthalmic clinic for prosthetic rehabilitation between July and November 2014. Demographic and clinical data, and self-reported feelings of shame, sadness and anger were collected. Participants also completed the National Eye Institute Visual Function Questionnaire, the Facial Appearance subscale of the Negative Physical Self Scale, and the Hospital Anxiety and Depression Scale. Regression models were used to identify the factors associated with anxiety and depression. The proportion of participants with clinical anxiety was 11.8% and clinical depression 13.8%. More anxiety and depression were associated with poorer vision-related quality of life and greater levels of appearance concerns. Younger age was related to greater levels of anxiety. Less educated participants and those feeling more angry about losing an eye are more prone to experience depression. Clinical variables were unrelated to anxiety or depression. Anxiety and depression are more prevalent in eye-enucleated patients than the general population, which brings up the issues of psychiatric support in these patients. Psychosocial rather than clinical characteristics were associated with anxiety and depression. Longitudinal studies need to be conducted to further elucidate the direction of causality before interventions to improve mood states are developed.