The two most prevalent mental health conditions are anxiety and depression and they often coexist (comorbidity) in an individual aggravating the person's psychological or medical conditions. College students suffered from anxiety and depressive symptoms during the COVID-19 pandemic, according to numerous studies. The lack of information on the comorbidity of anxiety and depression (CAD) among international medical students, however, makes it difficult to develop effective policies or strategies to support these students. The present research seeks to investigate the incidence of CAD among international medical students in China and to identify the variables that may be useful in predicting CAD. A cross-sectional study was conducted at China Medical University in Shenyang, China, for international medical students during November 2020. A total of 519 international students provided information on their demographics, stress related to the COVID-19 pandemic, generalized anxiety disorder assessment (GAD-7), patient health questionnaire-9 (PHQ-9), simplified coping style questionnaire (SCSQ), perceived stress scale (PSS-10), the multidimensional scale of perceived social support (MSPSS), revised life orientation test (LOT-R), and resilience scale-14 (RS-14). To investigate the potential predictors of CAD, a chi-square test, a nonparametric test, and multinomial logistic regression analyses were carried out as appropriate. The incidence of anxiety, depression, and CAD in the current study was 5.8%, 8.9%, and 22.7%, respectively. The predictors for students having symptoms of anxiety were observed to be the negative coping style (β = 0.662, OR = 1.938, CI:1.07-3.694) and perceived stress (β = 0.167, OR = 1.181, CI:1.076-1.297); the predictors for students having symptoms of depression were observed to be the COVID-19 pandemic-related stress (β = 0.323,OR = 1.382,CI:1.211-1.577), negative coping style (β = 0.693,OR = 2.000, CI:1.21-3.568), and perceived stress (β = 0.135,OR = 1.145,CI:1.050-1.248); whereas the predictors for students with CAD were observed to be staying up late (Yes VS No) (β = 1.028,OR = 2.794,CI:1.227-6.364), current place of residence (Other continents VS China) (β = -1.413, OR = 0.243,CI:0.065-0.910), COVID-19 pandemic-related stress (β = 0.371,OR = 1.450,CI:1.284-1.636), negative coping style (β = 1.092,OR = 2.979,CI:1.706-5.203), and perceived stress (β = 0.339,OR = 1.403,CI:1.289-1.527). Single anxiety and depressive symptoms were moderately prevalent among international medical students in China. However, CAD turned out to be the most prevalent mental health issue due to its relatively higher incidence. Negative coping style and perceived stress were the communal predictors of the three categories, whereas stress related to the COVID-19 pandemic was linked to both depression and CAD, and staying up late and in residential places were specific predictors for CAD. Study results suggest that COVID-19 pandemic-related stress was related to students' CAD and depressive symptoms, and specific intervention measures with stress reduction, proper coping strategy, and a good lifestyle might be useful in improving the international students' mental health status.