The COVID-19 pandemic has affected the education system in this world, forcing students to navigate challenges and risk factors. Hence, this study was conducted to understand the challenges and risk factors faced by university students in Malaysia due to the sudden shift to online distance learning. It utilised a qualitative method and the data was obtained using open-ended questions via Google Form. The findings discovered that there were 4 themes under challenges, namely cultural (44.4%), individual (33.3%), technological (25.0%), and academic (i.e. their studies) (13.9%). The challenges were compounded by the risk factors, which were family (36.1%), health-related factors (27.8%), individual (25.0%), the pandemic (19.4%), social (8.3%), and geographical (2.8%). It can be inferred from the findings that students faced challenges during ODL and the risk factors may worsen the effects of the challenges on the students. Interestingly, it was observed that the students sought outlets to share their stressful experiences and were willing to use tools such as personal reflections. Since university students struggle with many mental health challenges, further research could look into students' reflections to determine their potential as a therapeutic tool in the classroom.