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Background: Gastrointestinal cancer is the first leading cause of cancer related deaths in men and the second among women in Iran. The present study examine the anxiety and depression in this group of patients and assess whether the knowledge of cancer diagnosis affect their psychological distress. Methods: This was a cross sectional study of anxiety and depression in patients with gastrointestinal cancer attending to the Tehran Cancer Institute, Iran. Anxiety and depression was measured using the Hospital Anxiety and Depression Scale (HADS). Demographic and clinical data also were collected to examine anxiety and depression in the sub-group of patients especially in those who knew their cancer diagnosis and those who did not. Results: 142 patients were studied. The mean age of patients were 54.1 (SD = 14.8). 56% were Male. 52% did not know their cancer diagnosis and their diagnosis was related to esophagus (29%), stomach (30%), small intestine (3%), colon (22%) and rectum (16%). The mean anxiety score was 7.6 (SD = 4.5) and 8.4 (SD = 3.8) for depression. Overall 47.2% and 57% of patients scored high on both anxiety and depression. There were no significant differences between gender, educational level, marital status, cancer site and anxiety and depression scores whereas those who knew their diagnosis showed a significant higher degree of psychological distress [mean (SD) anxiety score: knew diagnosis 9.1 (4.2) vs. 6.3 (4.4) did not know diagnosis, P < 0.001; mean (SD) depression score: knew diagnosis 9.1 (4.1) vs. 7.9 (3.6) did not know diagnosis, P = 0.05]. logistic regression analysis indicated that those who knew their cancer diagnosis showed a significant higher risk of anxiety [OR: 2.7, 95% CI: 1.1–6.8] and depression [OR: 2.8, 95% CI: 1.1–7.2]. Conclusion: Psychological distress was higher in those who knew their cancer diagnosis. It seems that the cultural issues and the way we provide information for cancer patients play important role in their improved or decreased psychological well-being.