Following the 2019 coronavirus disease (COVID-19) outbreak in China, undergraduate students may experience psychological changes. During emergency circumstances, social support is an important factor influencing the mental health condition among undergraduate students in Shaanxi province. This study aims to find the factors associated with mental health symptoms of depression, anxiety, and stress among undergraduate students in Shaanxi province during the COVID-19 pandemic in China. A cross-sectional study was conducted from Feb 23 to Mar 7, 2020. A total of 1278 undergraduate students from the universities located in Shaanxi province participated in this study. The mental health symptoms were measured by 12-item Perceived Social Support Scale (PSSS) and Depression Anxiety Stress Scale (DASS-21) instruments. This survey showed that females receive more social support compared to males (t = -5.046, P<0.001); males have higher-level depression symptoms (t = 5.624, P<0.001); males have higher-level anxiety symptoms (t = 6.332, P<0.001), males have higher-level stress symptoms (t = 5.58, P<0.001). This study also found participants who have low social support was negatively correlated with mental health symptoms. In Conclusion, Males and low social support were associated with having the higher level of depression, anxiety, and stress symptoms among undergraduate students in Shaanxi province during the COVID-19 pandemic in China. Therefore, it is suggested that people should supply more social support for undergraduate students in Shaanxi province during COVID-19 pandemic.