Introduction: The aim of this study was to examine the prevalence of scores indicating depression, anxiety and stress (<95th percentile of the score on each of the domains) among students at the University of Pristina-Kosovska Mitrovica and social and lifestyle characteristics associated with scores indicative of depression, anxiety and stress in this population studying in a post-conflict area. Methods: The cross-sectional study applying the non-probabilistic convenience sampling that included a total of 656 students of nine faculties who were present in the classes during the day of this study at the University of Pristina-Kosovska Mitrovica was conducted during the 2024/2025 school year. Results: A total of 9.3% had a score on the DASS-D scale, indicating severe or extremely severe depression, 19.6% had a score indicating severe or extremely severe anxiety, and 13.9% had a score indicative of severe or extremely severe stress. Our study showed the association of scores indicating depression with living in rural areas, average self-rated health, use of anti-anxiety medications, and mobile phone addiction. Our study showed the association of scores indicating anxiety and average self-rated health, use of anti-anxiety medications, score on social support scale, and score on state impulsivity scale. Our study showed the association of scores indicating stress with female sex, age in years, poor self-rated financial status, average self-rated health, use of anti-anxiety medications, and score on the state impulsivity scale. Conclusions: This study has shown a significant burden of psychological distress among students at the University of Pristina-Kosovska Mitrovica.