Depression, anxiety and stress are the most prevalent mental health problems among health professions' students. The study was aimed to explore the socio-demographic and educational factors associated with depression, anxiety and stress among health professions' students. Using non-random purposeful sampling, 366 health professions' students studied in 2018/19 were surveyed via a self-reported questionnaire that included Depression, Anxiety and Stress Scale (DASS-21) and questions on sociodemographic and educational characteristics. The majority of respondents were from the School of Medicine (59.8%), with 116 males and 250 females. Sleep duration, communication problems with teaching staff, feelings of inferiority to friends and family problems were determined to be independent predictors of depression in the current study. Communication problems with teaching staff, feelings of inferiority to friends and family problems were important predictors of anxiety. Further, we found that feelings of inferiority to friends and family problems were found to be important risk factors for stress. Our results suggest that the overall prevalence of depression, anxiety and stress among health professions' students were considerably high. All students having a severe mental health issues should be supported by the student counselling centre and expert clinicians in order to confirm the diagnosis and implement subsequent treatment strategies.