We compute the vacuum polarization for a massless, conformally coupled scalar field on the covering space of global, four-dimensional, anti-de Sitter space-time. Since anti-de Sitter space is not globally hyperbolic, boundary conditions must be applied to the scalar field. We consider general Robin (mixed) boundary conditions for which the classical evolution of the field is well-defined and stable. The vacuum expectation value of the square of the field is not constant unless either Dirichlet or Neumann boundary conditions are applied. We also compute the thermal expectation value of the square of the field. For Dirichlet boundary conditions, both thermal and vacuum expectation values approach the same well-known limit on the space-time boundary. For all other Robin boundary conditions (including Neumann boundary conditions), the vacuum and thermal expectation values have the same limit on the space-time boundary, but this limit does not equal that in the Dirichlet case.