Prevalence and factors associated with depression and/or anxiety among adults in Zambia using the 2024 Zambia demographic and health survey: a multilevel analysis

Depression and anxiety are leading causes of disability globally, yet national epidemiological evidence from Zambia remains scarce. This study estimated the prevalence of depression and/or anxiety among Zambian adults, identified individual and community-level factors associated with these conditions, and quantified the contribution of community-level clustering to outcome variation. We conducted a secondary cross-sectional analysis of the 2024 Zambia Demographic and Health Survey (ZDHS), which included 26,536 adults aged 15–59 years. Probable depression was defined as a PHQ-9 score ≥ 10 and probable anxiety as a GAD-7 score ≥ 6; a binary composite outcome was positive if either threshold was met. Bivariate associations were tested using Rao–Scott adjusted chi-square tests. Two-level random-intercept multilevel logistic regression models were fitted with survey clusters as the grouping factor, and results were reported as adjusted odds ratios (AORs) with 95% confidence intervals. The overall prevalence of depression and/or anxiety was 8.2% (95% CI: 7.8–8.6%), rising with age from 4.2% (15–19 years) to 11.5% (40–44 years). Prevalence was notably higher among daily alcohol consumers (35.5%), women who experienced sexual violence (16.7% vs. 8.2%; p < 0.001), and those widowed, divorced, or separated (12.5%), with provincial prevalence ranging from 3.3% (North-Western) to 14.4% (Copperbelt). In the full multilevel model, daily alcohol consumption (AOR: 3.74, 95% CI: 2.25–6.21), HIV-positive status (AOR: 1.71, 95% CI: 1.30–2.26), and older age (AOR 40–44: 2.56, 95% CI: 1.99–3.28) were the strongest risk factors, while female sex (AOR: 0.70) and being married (AOR: 0.85) were protective. The ICC of 0.116 (MOR: 1.87) indicated meaningful community-level clustering that remained largely unexplained after full adjustment (ICC: 0.113; LRT χ²=247.64, p < 0.001). Approximately one in twelve Zambian adults experiences depression and/or anxiety. These findings support integrating mental health screening into HIV care and chronic disease platforms, prioritising task-sharing models to expand coverage, and directing resources toward high-burden provinces. Future research should examine causal pathways through longitudinal studies, investigate community-level determinants that contribute to geographic variation, and evaluate the effectiveness of integrated mental health interventions in routine healthcare settings.