Bullying behavior by nursing students is a serious problem that has contributed to the drop in numbers in the nursing profession. The study investigated the relationship between bullying and the emotional state of undergraduate nursing students. The study used a cross-sectional correlation design with a sample of 286 undergraduate nursing students from multiple nursing colleges located in the western region of Saudi Arabia. The 21-item depression, anxiety, and stress scale (DASS-21) was used to measure the study outcomes. A revised version of the Bullying Assessment Questionnaire was used to assess bullying experiences. Statistical analyses, including a t-test, Pearson correlation coefficient, and a one-way between-subjects ANOVA, determined the significance of the relationship between study variables. There was a high prevalence of depression, anxiety, and stress symptoms among Saudi nursing students. Most of the respondents reported mild to extremely severe symptoms of depression (58.7%), anxiety (58%), and stress (44.8%). Around 90.1% of the nursing students reported exposure to a form of bullying over the previous 12 months. The most common items reported as part of this behavior included continually being assigned tasks beyond their capacity. Family members were the most frequently reported source of bullying (29.8%), followed by nursing faculties (20.9%). Bullying behavior was positively correlated with students' scores for depression, r (284) = 0.49, n = 286, p < 0.01; anxiety, r (284) = 0.54, p < 0.01; and stress, r (284) = 0.56, p < 0.01. The study's findings raise concerns and highlight the importance of decreasing the risk of depression, anxiety, and stress among undergraduate nursing students. Nurse educators must ensure that students receive psychological support to decrease these psychological outcomes. Regularly monitoring bullying behavior is essential to maintain students' psychological stability, which could eventually reduce professional dropout rates.