Objective This cross-sectional study aimed to determine the rates of depression, anxiety, and stress among first-year university students in Saudi Arabia. Methods We distributed an online survey through to 861 first-year students, aged 17-25 years, at King Abdulaziz University. The survey used a validated Arabic short version of the Depression Anxiety and Stress Scales, and sociodemographic factors. Results The prevalence of depression, anxiety, and stress was 80.4%, 71.8%, and 693%, respectively. A plurality showed extremely severe depression and anxiety, and severe stress symptoms. The frequency of exercise was inversely related to depression, anxiety, and stress. A total of 8.2% of students had visited a psychiatrist at some point in their lives, and 40.5% of students had suicidal thoughts. Conclusions Programs to identify students suffering from mental illness and offer adequate care and support are essential.