We explored the association of underlying health conditions (UHC) with depression and anxiety, and examined the modification effects of suspected COVID-19 symptoms (S-COVID-19-S), health-related behaviors (HB), and preventive behaviors (PB). A cross-sectional study was conducted on 8,291 outpatients aged 18-85 years, in 18 hospitals and health centers across Vietnam from 14th February to May 31, 2020. We collected the data regarding participant's characteristics, UHC, HB, PB, depression, and anxiety. People with UHC had higher odds of depression (OR = 2.11; < 0.001) and anxiety (OR = 2.86; < 0.001) than those without UHC. The odds of depression and anxiety were significantly higher for those with UHC and S-COVID-19-S ( < 0.001); and were significantly lower for those had UHC and interacted with "unchanged/more" physical activity ( < 0.001), or "unchanged/more" drinking ( < 0.001 for only anxiety), or "unchanged/healthier" eating ( < 0.001), and high PB score ( < 0.001), as compared to those without UHC and without S-COVID-19-S, "never/stopped/less" physical activity, drinking, "less healthy" eating, and low PB score, respectively. S-COVID-19-S worsen psychological health in patients with UHC. Physical activity, drinking, healthier eating, and high PB score were protective factors.