What problems did the study address? Depression and anxiety have great impact on professional performance of nurses and even patient safety. Factors such as coping, burnout, etc., may have different mediating effects in the paths from job stress to depression and anxiety. What were the main findings? Job stress had direct and indirect positive effects on anxiety and it only had indirect positive effect on depression. Emotional exhaustion and social support were the main mediating variables in the link between job stress and depression and anxiety. Where and on whom will the research have impact? Nursing managers should be more cognizant of the impact of job stress on the development of depression and anxiety. The significant mediating effect of emotional exhaustion and social support in the link between job stress and depression and anxiety should be emphasized by nursing administrators and effective targeted measures need to be adopted.