Globally, students suffer from stress, anxiety, and depression in higher education and seek counselling since education process has negative impacts on mental health of some students. This study was aimed at measuring the depression, stress, and anxiety and their associated social determinants like (income, education, residence, marital status, and educational difficulties) in undergraduate students of Umm Al-Qura University (UQU). Arabic version of the Depression, Anxiety, and Stress Scale (DASS-21) validated from the original English version instrument by Lovibond and Lovibond (1995) was used; A sample of 373 respondents through clustered sampling was drawn from the five randomly chosen faculties of the University. Data was analyzed by running ANOVA and t-test procedures in SPSS software. The study found that the prevalence of stress, anxiety, and depression in the students was 30%, 60%, and 50% respectively. A statistically significant difference was found in the stress levels of students of different colleges (p=0.000). Students’ stress levels were significantly higher (p=0.000) in the Applied Medical Sciences and in the final year students (p=0.015). Significantly high levels of depression (p=0.000), anxiety (p=0.000), and stress (p=0.000) were found in the students belonging to the poor economic strata. Depression (p=0.038), Anxiety (p=0.022), and stress (p=0.001) were statistically high in the students whose father had a low level of education. Statistically high level (p=0.028) of stress was also found in the students whose mothers had a low level of education. Students who reported educational difficulties had significantly (p=0.001) high levels depression. However, the results of stress, anxiety, and depression in married students and the location of the students’ variables were not found statistically significant. The findings may be useful for informed policymaking in the higher learning institutions and initiation of counseling provisions in the concerned faculties for the distressed students with a view to enhancing their educational outcomes.