Hilbert-Schmidt distance is one of the prominent distance measures in quantum information theory which finds applications in diverse problems, such as construction of entanglement witnesses, quantum algorithms in machine learning, and quantum-state tomography. In this work, we calculate exact and compact results for the mean-square Hilbert-Schmidt distance between a random density matrix and a fixed density matrix, and also between two random density matrices. In the course of derivation, we also obtain corresponding exact results for the distance between a Wishart matrix and a fixed Hermitian matrix, and two Wishart matrices. We verify all our analytical results using Monte Carlo simulations. Finally, we apply our results to investigate the Hilbert-Schmidt distance between reduced density matrices generated using coupled kicked tops. © 2020 American Physical Society.