Background: Bangladesh has been attracting international students with interests in various subjects recently. Every year students from different parts of the world come to study undergraduate and postgraduate courses, mostly at private universities in Bangladesh. This study evaluates the depression status among international students who are studying dentistry in Bangladesh. Methods: This cross-sectional survey was conducted among International undergraduate dental students who enrolled in the Bachelor of Dental Surgery program in nine public and private dental colleges in Bangladesh. Participants were selected using a convenience sampling method. A total of 206 students completed the survey where 78.5% of them were female students and 21.5% students were male, and a CES-D 10-item Likert scale questionnaire was used for data collection. The Cronbach alpha for the 10-item CES-D scale for this population is 0.812. Results: The majority of the students (79.5%) are below 24 years of age with a mean age of 23.22 years and standard deviation of 2.3, and are students who cannot communicate well in Bengali (Bangla), about 60% of them have experienced depression. About 77.3% (p < 0.00) of the international students having financial difficulties exhibited depression. The international students who went through financial problems were two times more likely to suffer from depression (OR = 2.38; p-value < 0.01). Conclusion: This study tried to highlight the struggles faced by international students in Bangladesh studying dentistry. It is evident from the findings that several factors influence students’ mental well-being during demanding dental education years.