Depression and anxiety are common complications associated with traumatic brain injury (TBI) patients but screening tools which are validated to assess these complications in the TBI population are scarce. This study investigated the validity of the Malay version of Hospital Anxiety and Depression Scale (HADS) to screen for depression and anxiety among Malaysian TBI patients. Materials and Methods: This cross-sectional study recruited 101 TBI patients in which they were administered the Malay version of HADS and the Structured Clinical Interview for Diagnostic and Statistical Manual for Mental Disorder 4thEdition (DSM-IV) for Axis I Disorders (SCID-I) (as comparison tool). Internal consistency (Cronbach’s α) and concurrent validity (using receiver operating characteristics) of the Malay version of HADS were evaluated. Results: The total Malay version of HADS score and its anxiety subscale exhibited good internal consistency of 0.80 and 0.78 respectively, but the internal consistency of its depressive subscale was low at 0.57. The depressive subscale of the Malay version of HADS exhibited high area under the curve (AUC) of 0.86, specificity of 82%, sensitivity of 76% and negative predictive value of 91% but its positive predictive value was 58%, at cut-off point of 8/9. While the anxiety subscale also demonstrated high AUC of 0.88, specificity of 71%, sensitivity of 93% and negative predictive value of 98% its positive predictive value was only 34%. Conclusion: The Malay version of HADS is a valid screening tool for depression and anxiety among Malaysian TBI population.