Awareness of one's mortality bears noteworthy implications on psychological functioning, proposing death anxiety as a transdiagnostic construct, with connections to psychopathology. The present meta-analysis investigates the relationship between death anxiety, depression, and anxiety disorders, as well as in symptomatology labeled as emotional distress. A random-effects model was used for extracting the effect size from 105 selected studies, comprising both clinical and community samples (N = 11,803). Results revealed a large overall effect size, g = 1.47 (95% CI [1.27; 1.67]), and a higher effect size favoring anxiety disorders. The instruments evaluating death anxiety and the presence of chronic conditions moderated the relationship. A higher effect size was observed for instruments other than Templer's Death Anxiety Scale, and for participants with chronic/terminal illness compared to healthy samples. Overall, the results highlight the need for a transdiagnostic perspective on death anxiety, as well as for reaching a consensus regarding its conceptualization and measurement.