Mental health disorders (MHDs) among refugees has been recognized as a major public health issue. However, to date, there is limited evidence on the prevalence of MHDs among Rohingya refugees in Malaysia. This study aimed to examine the prevalence and associated factors of major depressive disorder (MDD), generalized anxiety disorder (GAD), and post-traumatic stress disorder (PTSD) among Rohingya refugees in Malaysia. A total of 220 refugees were randomly selected to participate in this cross-sectional study, conducted from June 2019 to November 2019. Perceived social support, religious orientation, food security, and sociodemographic characteristics were assessed as independent variables. The dependent variables assessed were MDD, GAD, and PTSD. The prevalence of GAD, PTSD, and MDD was reported at 92 (41.8%), 84 (38.2%), and 71 (32.3%). Several factors were significantly associated with MDD following multivariate analysis such as perceived low to moderate social support (AOR = 2.17; 95% CI 1.13, 4.19) and food insecurity (AOR = 2.77; 95% CI 1.19, 6.47). Exposure to violence (AOR = 38.46; 95% CI 16.27, 90.91) and food insecurity (AOR = 3.74; 95% CI 1.41, 9.91) were significantly associated with PTSD. Addressing these risk factors could be key in improving mental health outcomes among this vulnerable population.