Background: Depression (major depressive disorder) is a common and serious medical illness that negatively affects how you feel the way you think and how you act. Fortunately, it is also treatable. Depression causes feelings of sadness and/or a loss of interest in activities once enjoyed. Objective: The study investigated the prevalence of depression, anxiety and stress among 120 undergraduate students attending the following programs, Pharmacy, Computer Sciences, Software Engineering & Electrical Engineering of Daffodils International University, Dhaka, Bangladesh. Methods: The presence and severity of depression was measured by using the patient heath questionnaire (PHQ-9) scoring & also assessed their stressors inducing factors. Result: A total of 120 students participated in this study among male 75 students & female 45 students. The overall prevalence of depression among the students was 56.7 percent. The prevalence of depression was 60.1 percent among female students and 28.07 percent in male students. It shows that highest percentage of depression belonged to female students then male students. Both male and female students gave high ratings to Future concern and academic stress as the main stress inducing factors. Conclusions: Depression, anxiety and stress have a high detrimental effect to individual and society, which can lead to negative outcomes including medical dropouts, increased suicidal tendency, relationship and marital problems, impaired ability to work effectively, burnout and also existing problems of health care provision. With that, there is a need for greater attention to the psychological wellbeing of undergraduate students to improve their quality of life.