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Objective To explore the effects of perceived risk of COVID-19 of college students on their anxiety and depression, as well as the roles of attention to negative information and perceived social support, so as to provide theoretical basis for colleges and universities to formulate corresponding intervention measures. Methods By the convenience sampling method, totally 1 404 college students from Shaanxi and Henan provinces were investigated online by using General Information Questionnaire, Perceived Risk of COVID-19 Pandemic Scale, Attention to Negative Information Scale, Patient Health Questionnaire, Generalized Anxiety Disorder and Perceived Social Support Scale. SPSS 20.0 was used for data analysis, Pearson correlation method was used to explore the correlation between variables. The mediating effect of attention to negative information and the moderating effect of perceived social support were analyzed by PROCESS. Results The scores of anxiety and depression of the 1 404 college students included in the study were 4.03±4.48 and 6.21±5.41, respectively. The detection rate of anxiety symptom was 29.9%, and that of depression symptom was 44.4%. The risk perception of COVID-19 epidemic of the college students was positively correlated with attention to negative information (r=0.373, P＜0.001), anxiety (r=0.227, P＜0.001), and depression (r=0.226, P＜0.001). Anxiety (r=0.553, P＜0.001), and depression (r=0.497, P＜0.001), were positively correlated with attention to negative information, while perceived social support was negatively correlated with the risk perception of the COVID-19 (r=-0.154, P＜0.001), attention to negative information (r=-0.259, P＜0.001), anxiety (r=-0.321, P＜0.001), and depression (r=-0.278, P＜0.001). The risk perception of COVID-19 affected the anxiety and depression of the students mainly through the mediating effect of attention to negative information. The total effect of risk perception of COVID-19 and anxiety was 0.227, and the mediating effect accounted for 80.18% of the total effect. The total effect of risk perception of COVID-19 and depression was 0.228, and the mediating effect accounted for 90.35% of the total effect. Perceived social support played a moderating role in the last half of this mediating model. Conclusion Risk perception of COVID-19 indirectly affects the occurrence of anxiety and depression in college students through attention to negative information, and perceived social support plays a moderating role in this mediating model. The findings suggest that when a risk event occurs, colleges and universities should pay attention to guiding students to adjust their attentional bias to external information, and give students enough care and support to improve their mental health. [ABSTRACT FROM AUTHOR]