The authors' purpose in this study was to assess the interactive effects of stressors, coping with stress, and self-efficacy on depression and anxiety in maintenance hemodialysis (HD) patients. Patients (n = 453) undergoing HD for more than 1 year in Japan were investigated. The regression lines illustrating significant (p < .05) interactions predict that itching HD patients with low self-efficacy will be more depressive and anxious than nonitching patients. In HD patients who report a high degree of emotion-oriented coping, itching patients will be more anxious than nonitching patients. These new findings may lead to the development of specific and focused interventions for depression or anxiety in maintenance HD patients.