Background: The coronavirus disease 2019 (covid-19) has brought physical risks as well as psychological challenges to the whole world. High school students are a special group suffering from both the academic pressure and the threat of the epidemic. The present study aims to conduct an online survey to investigate the psychological status of high school students in Shandong Province. Methods: Using a web-based cross-sectional survey, data was collected from 1,018 voluntary high school students assessed with demographic information, the Patient Health Questionnaire-9 (PHQ-9), the Generalized Anxiety Disorder-7 (GAD-7) and a self-designed online-study effect survey. Correlation analysis was performed to explore the relationships between depression symptoms, anxiety symptoms, and study effect. Result: The prevalence of depressive symptoms, anxiety symptoms, and a combination of depressive and anxiety symptoms was 52.4, 31.4, and 26.8%, respectively, among high school students in Shandong Province during the COVID-19 epidemic. And from moderate to severe severity level, the rates of depressive symptoms and anxious symptoms were 17.6 and 4.6%. Female students exhibited a higher rate and severity of mental symptoms than male, and grade one senior high school students got a higher rate and severity of mental symptoms than the other two grades. Nearly half of the students were not satisfied with their online-study effect. The PHQ-9 score had a strong positive correlation with the GAD-7 score. Both the PHQ-9 score the GAD-7 score had a negative correlation with the study-effect survey score. Conclusion: Quite a number of high school students suffered from depression and anxiety symptoms during the COVID-19 epidemic. Sufficient attentions should be paid, and necessary supports should be provided, to protect the mental health of this special group.