The incidence of thyroid cancer has increased in recent years, leading to a growing number of survivors facing lifelong consequences. This scoping review investigated anxiety, depression, and quality of life (QoL) in thyroid cancer survivors compared to the general population, those with benign pathology, and survivors of other types of cancers. Moreover, we aimed to identify the risk factors associated with anxiety, depression, and QoL in thyroid cancer patients. A total of 727 articles were identified through PubMed, ProQuest, Cochrane, and Google Scholar databases, and 68 articles that met the criteria were selected for data extraction. Thyroid cancer survivors have a poorer QoL compared to the general population, population with benign pathology, and survivors of other types of cancer associated with worse clinical outcomes. The main risk factors are grouped into socioeconomic factors, disease-specific factors, management factors, comorbidities, and patient perceptions. Effective communication between the patient and the medical team and behavioral interventions may reduce these risks. Despite the common perception of thyroid cancer as a “good cancer,” the findings of this review demonstrate the need to address the risk factors associated with increased anxiety, depression, and lower QoL in survivors.