Psychological distress is a common problem associated with cancer. The main objective of the present study was to test the Hospital Anxiety and Depression Scale (HADS) in a sample of Ethiopian cancer patients and to compare the results with those obtained from a sample in Germany. Data were collected from 256 cancer patients who visited the University of Gondar Hospital between January 2019 and June 2019 using the HADS, the European Organization for Research and Treatment of Cancer Quality of Life questionnaire (EORTC QLQ-C30), and the Multidimensional Fatigue Inventory MFI-20. The reliability of the HADS was good, with Cronbach’s α coefficients of 0.86 (anxiety), 0.85 (depression), and 0.91 (total scale). The Ethiopian cancer patients were more anxious (M = 7.9) and more depressed (M = 9.3) than the German patients (M = 6.8 for anxiety and M = 5.5 for depression). Only a weak level of measurement invariance was detected between the Ethiopian and the German sample. In the Ethiopian sample, anxiety and depression were associated with tumor stage (high levels in stage 4) and treatment (high levels for patients not receiving surgery and chemotherapy). Both anxiety and depression were significantly associated with all of the EORTC QLQ-C30 and MFI-20 scales. The HADS proved to be applicable for use with Ethiopian cancer patients. The high level of anxiety and depression present in that group indicates a need for psychosocial care.