Mental health issues—anxiety, depression, suicidal ideation and behavior—are prevalent among students of higher education. The COVID-19 pandemic further affected students’ daily life through academic and socioeconomic disturbances. We set out to investigate students’ mental health amidst the COVID-19 pandemic and conducted a cross-sectional online survey at higher education institutions in Lithuania in 2021. The questionnaire consisted of the Hospital Anxiety and Depression scale (HADS) and the Sense of Coherence scale (SOC-3) questionnaires, evaluation of suicidal risk, experiences during the COVID-19 pandemic and self-rated health status (SRHS). Among 1001 students who completed the survey, the prevalence of clinically relevant anxiety was high (46.6%) and contrasted with the lower prevalence of depression (11.1%). 37.5% of all students admitted that they had thought about suicide at least once during their lifetime and a similar number of students thought about suicide during the previous year. High levels of anxiety and depression were statistically significant predictors of suicidal ideation and planning during the past year in binary regression models. High SRHS (higher score refers to more positive health status) was the only significant independent variable associated with less frequent suicidal attempts in the past year (p < 0.01, OR = 0.29, 95% CI = 0.12 to 0.66). Our study highlights anxiety and suicidality to be burdensome mental health issues among higher education students in Lithuania during the COVID-19 pandemic.
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