Pre-existing psychiatric disorders were linked to an increased susceptibility to COVID-19 during the initial outbreak of the pandemic, while evidence during Omicron prevalence is lacking. Leveraging data from two prospective cohorts in China, we identified incident Omicron infections between January 2023 and April 2023. Participants with a self-reported history or self-rated symptoms of depression or anxiety before the Omicron pandemic were considered the exposed group, whereas the others were considered unexposed. We employed multivariate logistic regression models to examine the association of pre-existing depression or anxiety with the risk of any or severe Omicron infection indexed by medical interventions or severe symptoms. Further, we stratified the analyses by polygenic risk scores (PRSs) for COVID-19 and repeated the analyses using the UK Biobank data. We included 10,802 individuals from the Chinese cohorts (mean age = 51.1 years, 45.6% male), among whom 7841 (72.6%) were identified as cases of Omicron infection. No association was found between any pre-existing depression or anxiety and the overall risk of Omicron infection (odds ratio [OR] =1.04, 95% confidence interval [CI] 0.95–1.14). However, positive associations were noted for severe Omicron infection, either as infections requiring medical interventions (1.26, 1.02–1.54) or with severe symptoms (≥3: 1.73, 1.51–1.97). We obtained comparable estimates when stratified by COVID-19 PRS level. Additionally, using clustering method, we identified eight distinct symptom patterns and found associations between pre-existing depression or anxiety and the patterns characterized by multiple or complex severe symptoms including cough and taste and smell decline (ORs = 1.42–2.35). The results of the UK Biobank analyses corroborated findings of the Chinese cohorts. In conclusion, pre-existing depression and anxiety was not associated with the risk of Omicron infection overall but an elevated risk of severe Omicron infection, supporting the continued efforts on monitoring and possible early intervention in this high-risk population during Omicron prevalence.