This study aims to explore the factors contributing mental health of Afghan migrants residing in Iran during the COVID-19 pandemic. With a deep understanding of the unique challenges encountered by migrants, especially during times of crisis, this research delves into the influential factors of experienced anxiety, social cohesion, and stress and their significant contribution to the development of depression among Afghan migrants. The study included a sample of 469 individuals from the Afghan migrant community, aged 15 to 80 years. Data collection took place from December to March 2022 in Iran. The study revealed that anxiety and the burden of the COVID-19 pandemic significantly influenced the occurrence of depression among Afghan migrants. Furthermore, the relationship between these factors and depression was mediated by the experience of stress. Conversely, higher levels of perceived social cohesion in the host country were linked to reduced stress and depression among the migrants. As Afghan migrants in Iran face a heightened risk of developing depression, the importance of social support and integration is underscored by the association between higher levels of perceived social cohesion in the host country and reduced levels of stress and depression. Recognizing the vulnerabilities of this population, it becomes evident that fostering social support networks and promoting integration can play a crucial role in mitigating the negative impact of migration-related stressors and enhancing mental wellbeing among this population.