Premature ovarian insufficiency (POI) appears to be associated with depressive and anxiety symptoms. However, there is a lack of high-quality evidence relating to the risk of patients with POI developing depression or anxiety. Therefore, we conducted a systematic review and meta-analysis to quantify the risk of depressive and anxiety symptoms in women with POI. We searched English and Chinese databases to evaluate the risk of depression and anxiety disorders in patients with POI. The final search date was November 2021. The risk was quantified using meta-analysis, with an estimation of pooled odds ratio (OR) and 95% confidence interval (CI). Sources of heterogeneity were explored by subgroup analysis. A total of seven primary studies with 1316 individuals were included, five of which were related to depression and six to anxiety disorders. All included articles were case-control studies of high quality. Patients with POI were associated with a higher odds of depression and anxiety (depression: OR = 3.33, 95% CI = 2.31-4.81, P < 0.001; anxiety: OR = 4.89, 95% CI = 3.28-7.30, P < 0.001). Subgroup analysis also indicated that patients with POI are at a higher risk of anxiety and depression. POI appears to be associated with a high risk of depression and anxiety. Early psychosocial assessment and regular screening of patients with POI are also necessary. In addition, it is important to consider the mental health of patients with POI.