Nursing students have particularly experienced stressful lives during nursing education. This cross-sectional study aimed to investigate depressive symptoms and related factors in junior college nursing students. A total of 625 nursing students from a junior college in Taiwan were assessed by Pittsburgh Sleep Quality Index, Adolescent Depression Inventory, Situational Anxiety Scale and the Taiwanese-Chinese version of Stress in Nursing Students Scale. The results showed that (1) the prevalence of depressive symptoms among junior college nursing students was 32.6%; (2) depressive symptoms are significantly related to grade point average, interest in nursing, interest in their clinical placement, career planning after graduation, overeating as a stress-relief strategy, sleep problems, stress, and anxiety; and (3) anxiety, sleep quality, and stress are three major variables that can significantly predict depressive symptoms. Psychological factors may influence young nursing students' willingness to seek assistance from teachers. These factors should be considered when designing strategies to promote their emotional health and well-being. Nursing educators can plan appropriate strategies tailored to junior college nursing students' problems and needs, which thereby may facilitate learning experience and prevent depressive symptoms.