Routine hospital psychological care must necessarily make use of a clinically reliable screening instrument for the identification of the patients to be referred for a clinical interview with a psychologist. This study compared two tests for the evaluation of anxiety and depression that are widely used in the hospital setting: the Hospital Anxiety and Depression Scale (HADS) and Form A-D, consisting of the State-Trait Anxiety Inventory (STAI-X1) for the evaluation of anxiety, and the Depression Questionnaire (DQ) for measuring depression. The aim of the study was to identify which of these instruments is the most suitable for screening a population admitted at in-hospital intensive rehabilitation using the clinical interview-based psychological evaluation as the gold standard. Both of the tests showed a concordance with the clinical opinion expressed by the psychologist, whose judgement was guided by the use of the validation study evaluation form. The analyses confirmed the good correlation of the two instruments in measuring anxiety and depression. The sensitivity of the STAI-X1 (52%) was less than that of HADS section A (72%), but its specificity (99%) was greater than that observed with the application of the HADS Anxiety subscale (84%). Analysis of the ROC curves showed that the STAI-X1 percentages of sensitivity and specificity tended to balance at higher level with a cut-off point equal to the 80th percentile. The results of the analysis of the DQ demonstrated equivalence with the results obtained using HADS section D, with a cut-off point of the 90th percentile. On the basis of these results, and given that both the STAI-X1 and the DQ have a broadly based Italian normative population, we feel that they can be recommended for psychological screening of patients in an in-hospital intensive rehabilitation.