The COVID-19 pandemic has had a significant impact on mental health worldwide. Research in the Jazan region of Saudi Arabia shows that anxiety and depression levels are closely tied to COVID-19 exposure. A survey of 377 participants, mostly Saudi females with undergraduate education, reveals that around 20% experienced moderate to severe depression, while 26% reported moderate to severe anxiety. The study also found that anxiety levels were a significant predictor of depression. Factors such as age, gender, marital status, and income influenced depression levels. These findings highlight the importance of addressing mental health challenges during and after the pandemic.