Objective To investigate the relationship of dyslipidemia and menopausal symptoms in Chinese menopausal women. Material and methods A total of 989 eligible participants with menopausal syndrome were recruited from outpatient clinics in several cities in China. Menopausal symptoms were assessed using the Chinese Menopause Rating Scale (CMRS), the Self-rating Depression Scale (SDS), and the Self-rating Anxiety Scale (SAS). Serum lipid profile was measured using enzyme colorimetry. The relationship between lipid profile and menopausal symptoms was assessed using Student's t test/nonparametric Mann-Whitney U test, Spearman's correlation test, and binary logistic regression analysis. Results Among the 989 patients, 527 had dyslipidemia while 462 did not. Patients with dyslipidemia had significantly higher Self-rating Anxiety Scale (SAS) scores than those without (p < 0.001), while there was no significant difference in Self-rating Depression Scale (SDS) scores. Patients without dyslipidemia had higher scores on the Chinese Menopause Rating Scale (CMRS) vascular dimension compared to those with dyslipidemia (p = 0.003). The correlation test revealed that variables associated with dyslipidemia included age (p = 0.031), CMRS hot flashes dimension score (P = 0.003), and SAS score (p < 0.001). Regression analysis demonstrated that BMI (OR: 1.08, 95% CI: 1.01-1.16, p = 0.027), SAS scores (OR = 1.10, 95% CI = 1.07-1.13), vasomotor dimension (OR = 0.89, 95% CI = 0.83-0.95), physical dimension (OR = 0.96, 95% CI = 0.93-1.00), and social dimension (OR = 0.84, 95% CI = 0.74-0.95) were independently associated with an increased risk of dyslipidemia. Conclusions This study showed that anxiety was associated with an unfavorable lipid profile, and menopausal depression seemed to have no relationship with lipid profile, while vasomotor symptoms appeared to be a favorable factor for dyslipidemia in Chinese menopausal women.