Due to the onset of sudden stress, COVID-19 has greatly impacted the incidence of depression and anxiety. However, challenges still exist in identifying high-risk groups for depression and anxiety during COVID-19. Studies have identified how resilience and social support can be employed as effective predictors of depression and anxiety. This study aims to select the best combination of variables from measures of resilience, social support, and alexithymia for predicting depression and anxiety.The eXtreme Gradient Boosting (XGBoostThe mean accuracies achieved by three classification tasks, DE vs HC, AN vs HC, and DA vs HC, were 0.78, 0.77, and 0.89. Further, the combination of 19 selected features almost exhibited the same performance as all 56 variables (accuracies = 0.75, 0.75, and 0.86).Resilience, social support, and some demographic data can accurately distinguish DE, AN, and DA from HC. The results can be used to inform screening practices for depression and anxiety. Additionally, the model performance of a limited scale including only 19 features indicates that using a simplified scale is feasible.