Premature ejaculation (PE) is a common sexual dysfunction among the general population. PE has often been associated with a psychological state of mind. Hospital Anxiety and Depression Scale (HADS) can be used as an instrument to assess the emotional and psychological state. The present study was designed to assess the reliability and validity of the HADS in a Malaysian population. The validity and reliability were studied in subjects with and without PE. Test–retest methodology was used to assess the reliability whereas Cronbach's alpha was used to assess the internal consistency. In the control and the PE groups, the internal consistency was good and a high degree of internal consistency was observed for all 14 items. In the control group, the Cronbach's alpha values at baseline were from 0.811 to 0.834, whereas for retest, the Cronbach's alpha values were from 0.821–0.838 items. Intraclass correlation coefficient (ICC) was high for the control (0.797–0.868: baseline and 0.805–0.872: retest) and PE group (0.822–0.906: baseline and 0.785–0.887: retest). The high value of ICC and the internal consistency was due to high reliability and consistency of the items at 2-week interval. A degree of significance between the baseline and week-2 scores was observed across all items in the PE group but not in the control group. The HADS is a suitable, reliable, valid and sensitive instrument to measure the clinical change for anxiety and depression in the Malaysian population.