While the Indonesian higher education has been growing rapidly, poor student mental health including a high level of mental health shame is a cause for concern in Indonesia. This study aimed to evaluate their mental health, shame, and self-compassion. One hundred fifty six participants completed self-report measures regarding mental health problems (depression, anxiety, and stress), mental health shame (negative attitudes, and external, internal, and reflected shame), and self-compassion. Data were first compared with 145 U.K. students, then correlation and regression analyses were performed. Indonesian students showed higher levels of mental health problems, family-related mental health shame, and self-compassion than U.K. students. Each type of mental health problem and mental health shame were positively associated with each other. Self-compassion was negatively associated with mental health problems, but not with mental health shame. Self-compassion was consistently the strongest predictor of mental health problems. Among the mental health shame types, only family external shame predicted the level of depression. Self-compassion training and mental health education for their family are recommended to protect the mental health of university students in Indonesia.