Introduction: Nursing students frequently experience high levels of stress, anxiety and depression, which can impact their mental health and academic performance (Yonca, 2023; Fauzi et al., 2021). At Levy Mwanawasa Medical University (LMMU), there is an urgent concern regarding the mental health of nursing students, despite available counselling services and academic support. Objective: This study aimed to determine the levels of stress, anxiety and depression among diploma nursing students at LMMU. Methodology: A descriptive cross- section design was utilized, involving 198 diploma nursing students selected through stratified simple random sampling. Data were collected through self-administered questionnaire and analysed using SPSS version 27, employing binary logistic regression and Chi-Square tests to examine relationships between variables. Results: The participates ages (17- 36) were predominantly female (80.8%) and unmarried (92.9%). Moderate levels of stress, anxiety and depression were reported at 36.4%, 49% and 59.4%, respectively. The majority of the students (85.4%) stayed outside the campus while only 29 (14.7%) stayed within campus. The study found that factors such as age, gender, family history of mental illness, marital status, academic and financial pressures and living arrangements did not show statistically significant associations with moderate to high levels of depression among diploma nursing students at LMMU, despite some findings suggesting trends (e.g., younger age correlating with lower depression and living- off campus being linked to higher depression) Female students were observed to be 0.49 times less likely to develop moderate to high depression compared to males, whiles those from families with a history of mental illness were 1.22 times more likely to experience increased depression however, these associations were not statically significant (P>0.05).Notably, students who frequently experienced negatives thoughts were 1.82 times more