Depression causes mental health problem among young group especially university students due to stress resulted from studies and independent living. Depression can cause disability and even mortality. This study aimed to determine the prevalence of depression and the factors influencing depression among university students in Malaysia. This cross-sectional study involved 1,023 university students (response rate 90.4%). Depression was assessed using the Centre for Epidemiological Studies Short Depression Scale (CESD -10). Binary logistic regression was used to determine predictors of depression based on sociodemographic, physiological, lifestyle, and health characteristics. Approximately 30% respondents experienced depression, which included 4.4% of severe depression. The risk of depression was 2.52 times higher (95% CI: 1.71-3.71) in second year students compared to first year students, and 1.63 times higher (95% CI: 1.08-2.45) in students staying outside campus compared to students staying inside campus. Students from poor, not well-off, and quite well-off family background had 15.26 (95% CI: 2.77-84.88), 4.85 (95% CI: 1.01-23.34) and 5.62 times (95% CI: 1.16-27.25) higher chance for depression than wealthier students, respectively. Students with mild, moderate, and severe sleeping problem were 2.50 times (95% CI: 1.61-3.88), 3.34 times (95% CI: 2.18-5.11), and 3.66 times (95% CI:1. 93 -6. 94) more likely to be depressed than those without sleeping problem, respectively. Students with post-traumatic stress disorder (PTSD) were 1.42 times higher (95% CI: 1.07-2.56) to suffer from depression. Higher institution need to pay special attention to students especially those in their second year, living off campus, from lower economic status, with sleeping problem, and with PTSD.