Objective: To determine the prevalent stress factors among new students to the Faculties of Nursing at the Faculties of Nursing at the Universities of Cadiz, Cordoba, Huelva and Seville, and the influence of socio-demographic, academic, socio-economic, orientation and health factors. Design: A descriptive, observational and cross-sectional study. Methodology: 617 first year nursing students were surveyed (with a 95.66 % response rate) by means of two questionnaires, one for socio-demographics and health, the other for the stress perceived by new students. A descriptive analysis of the stress factors was then carried out for the frequency, mean and standard deviation. The relation between factors was examined through differential analysis by means of the Mann-Whitney U and Kruskal-Wallis non-parametric tests. Results: The situations of greatest anxiety among new undergraduates are “taking examinations” and “the amount of work I have to do”. Consequently, the most stressful factor is “academic stress” whilst the least stressful is “feelings of loneliness”. The students who feel most stress across various factors can be identified as: over 25, women, studying outside their home province, and living in rented accommodation during the academic year. Conclusions: Starting a degree in nursing is a stressful time, and students can find their health, quality of life and academic performance negatively affected. The main determinants of stress among new undergraduates are the joint demands of examinations and workload. It would undoubtedly be enlightening to examine this issue further in order to find the possible causes of the problem and to develop strategies that can help in its prevention and so improve the students’ experience of university.