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Patients undergoing hemodialysis often experience reduced quality of life, with psychological symptoms and nutritional risk representing important determinants of patient functioning. This study aimed to examine the relationships between depression, anxiety, stress, nutritional risk, mental health, and physical functioning in patients undergoing hemodialysis, with particular emphasis on the mediating role of mental health. A cross-sectional study was conducted among 199 patients receiving hemodialysis in five Croatian hospitals. Depression, anxiety, and stress were assessed using the DASS-42, quality of life using the SF-36, and nutritional risk using the NRS-2002. Associations between variables were examined using Spearman's correlation coefficient, while structural equation modeling was used to analyze direct and indirect relationships among psychological symptoms, nutritional risk, mental health, and physical functioning. Depression and stress showed significant negative effects on mental health, while mental health showed a significant positive effect on physical functioning. Nutritional risk had a significant direct negative effect on physical functioning. Mental health significantly mediated the relationship between depression and stress and physical functioning. These findings indicate that psychological symptoms and nutritional risk are important determinants of functioning and quality of life in hemodialysis patients and support the need for an integrated care approach that includes regular psychological and nutritional screening.