Objectives: Mental health problems such as anxiety and depression have been steadily rising among university students in the Philippines. While there exists literature determining students’ quality of life and health access behaviour, there remains a substantial gap in having a local framework with which to understand their vulnerabilities. In this paper, we aim to identify the socio-cultural factors that exacerbate the challenges that Filipino university students navigate in their attainment of well-being. Design: The study used an exploratory qualitative design. Setting: Data were collected from university students attending a private higher education institution in Manila, the Philippines. Method: Using a cultural epidemiological approach and a qualitative design, semi-structured interviews were conducted online with 60 university-level students. Interviews were recorded, transcribed and translated into English. Data were open coded and thematically analysed. Results: The lived experience of 60 university students revealed that factors including volatile household dynamics, intergenerational [mis]understanding of mental illness, stressful academic engagement and religious associations contributed to the individual framing of their conditions, which ranged from self-stigma to self-prescribed isolation. Various experiences linked to the Filipino value of pagdamay (sharing the burden) significantly aided students’ management of their conditions. Conclusion: Drawing on the narratives elicited, a community-based approach using the university as the core for intervention delivery is proposed that may positively impact on students’ mental health seeking behaviour.