Depression is a recurrent mental health problem among younger demographics, and university students are particularly susceptible owing to stress, workload and independent living, amongst other factors. This study explores the prevalence of depression and the factors influencing depression among university students in Malaysia. This cross-sectional study involved 1,023 university students (response rate 90.4%). Depression was assessed using the Centre for Epidemiological Studies Short Depression Scale (CESD -10). Binary logistic regression was used to determine predictors of depression based on sociodemographic, physiological, lifestyle, and health characteristics. Approximately 30% of respondents experienced depression, and 4.4% of this category suffered severe depression. This study demonstrates that instances of depression were 2.52 times higher (95% CI: 1.71-3.71) in second year students compared to first year students, and 1.63 times higher (95% CI: 1.08-2.45) in students staying outside campus compared to students staying inside campus. Students from poor, not well-off, and quite well-off family background had 15.26 (95% CI: 2.77-84.88), 4.85 (95% CI: 1.01-23.34) and 5.62 times (95% CI: 1.16-27.25) higher chance for depression than wealthier students, respectively. Students with mild, moderate, and severe sleeping problems were 2.50 times (95% CI: 1.61-3.88), 3.34 times (95% CI: 2.18-5.11), and 3.66 times (95% CI: 1. 93 -6. 94) more likely to be depressed than those without sleeping problem, respectively. Students with post-traumatic stress disorder (PTSD) were 1.42 times higher (95% CI: 1.07-2.56) to suffer from depression. This study concludes that higher education institutions need to pay special attention to the mental health of those students especially those in their second year, living off campus, from lower economic backgrounds, with sleeping problem, or suffering PTSD.