Evidence on the relationship between binge-watching and stress, social interaction anxiety, and loneliness among university students is still scarce and limited to a few countries; thus, the findings remain largely inconclusive. This study fills this gap by examining whether binge-watching is associated with and predicted by stress, social interaction anxiety, and loneliness. Television series viewing patterns, binge-watching behaviour, and psychological states of 149 Malaysian undergraduate students (Male = 48; Female = 101) aged 18 to 25 years were assessed through the Binge-Watching Addiction Questionnaire, the Perceived Stress Scale, the Social Interaction Anxiety Scale, and the UCLA Loneliness Scale Version 3 in a cross-sectional online survey. The results show that most participants are moderately stressed, have high social interaction anxiety, and have high levels of loneliness. Although both genders report moderate binge-watching behaviour, female students have a higher frequency of binge-watching than males. Pearson correlational analyses show that binge-watching is significantly correlated with social interaction anxiety and loneliness but not with perceived stress. In multiple regression analysis, social interaction anxiety is the single predictor of binge-watching. These findings suggest that social interaction anxiety contributes significantly to explaining the extent of binge-watching behaviour. Watching television series consecutively seems to act as a strategy to satisfy certain needs and provide gratification to the viewers, confirming the applicability of the Uses and Gratification Theory. As such, higher learning institutions may consider designing and implementing interventions that address social interaction needs in relation to excessive consumption of television shows among students.