The COVID-19 pandemic is alarmingly a global health catastrophe that has created an unprecedented mental health decline especially in young adults, who have been noted to be a vulnerable population. In this study, we investigated the prevalence of depression and anxiety in university students in China and Africa during the COVID-19 pandemic, the significant factors contributing to the prevalence of anxiety and depression, the differences in factors affecting the different groups being investigated and to emphasize that psychological intervention are as important as the physical interventions during and after the pandemic. The study was conducted through online surveys, with 684 participants using Patient Health Questionnaire-9 and Generalized Anxiety Disorder-7 standardized scales. Comparing all groups combined, of the 636 participants, 361 (56.8%) had depression and 227 (35.7%) had anxiety. Chi squared tests at significance level (P<0.05) showed that country of citizenship, religion, parents’ educational background, household monthly income and, having family members with COVID-19 variables were strongly associated with depression and anxiety. In contrast, age, gender, educational background, and major showed no significant association. Comparing the individual groups separately using chi square (P<0.05), the Chinese students in China group had 35.6% with depression and 13.1% with anxiety. The variable associated with both depression and anxiety was education major, with depression only was parent’s educational background and with anxiety only was gender. The African students in China group had 70.3% with depression and 45.0% with anxiety. Gender was strongly associated with both depression and anxiety, and religion and having family members with COVID-19 with anxiety only. Africans in Africa had 66.0% with depression and 50.5% with anxiety. Educational background was strongly associated with depression. There was no statistically significant variable for anxiety. Chi square test showed a statistically significant difference in depression and anxiety levels with the Chinese group compared to both African groups, and no significant difference between both African groups. Our findings demonstrated that COVID-19 had a negative psychological impact on university students. Therefore, more attention should be put on youth’s mental health during this pandemic.