Objective: Anxiety and depression symptoms are common in individuals with eating disorders. To study these co-occurrences, we need high-quality self-report questionnaires. The 19-item self-rated Comprehensive Psychopathological Rating Scale for Affective Syndromes (CPRS-S-A) is not validated in patients with eating disorders. We tested its factor structure, invariance, and differences in its latent dimensions. Method: Patients were registered by 45 treatment units in the Swedish nationwide Stepwise quality assurance database for specialised eating disorder care (n = 9509). Patients self-reported their anxiety and depression symptoms on the CPRS-S-A. Analyses included exploratory and confirmatory factor analyses (CFA) in split samples, and testing of invariance and differences in subscales across eating disorder types. Results: Results suggested a four-factor solution: Depression, Somatic and fear symptoms, Disinterest, and Worry. Multigroup CFA indicated an invariant factor structure. We detected the following differences: Patients with anorexia nervosa binge-eating/purging subtype scored the highest and patients with unspecified feeding and eating disorders the lowest on all subscales. Patients with anorexia nervosa or purging disorder show more somatic and fear symptoms than individuals with either bulimia nervosa or binge-eating disorder. Conclusion: Our four-factor solution of the CPRS-S-A is suitable for patients with eating disorders and may help to identify differences in anxiety and depression dimensions amongst patients with eating disorders.