BackgroundOne of the worst pandemics of recent memory, COVID-19, severely impacted the public. In particular, students were physically and mentally affected by the lockdown and the shift from physical person-to-person classrooms to virtual learning (online classes). This increased the prevalence of psychological stress, anxiety, and depression among university students. In this study, we investigated the depression levels in Saudi Arabian university students who were learning virtually because of the COVID-19 pandemic and examined its impact on their educational proficiency.MethodsThe study focused on two points: first, examining the depression levels among undergraduate students in Saudi Arabia, by adapting the Zung (Self-Rating Depression Scale) questionnaire. Second, whether there is an association between the levels of depression and various distress factors associated with virtual (online) learning resulting from the COVID-19 pandemic and its impact on students’ educational behaviors. The questionnaire was prepared using a monkey survey and shared online, via email, and on WhatsApp groups, with participants in two universities, a public and private university in the largest city of Saudi Arabia. A total of 157 complete responses were received. Data were analyzed using SPSS-24, the chi-square test, descriptive statistics, and multilinear regression.ResultsThe results indicated that three-fourths of the university students suffered from different depressive symptoms, half of which had moderate to extreme levels of depression. Our study confirmed that a boring virtual (online) learning method, stress, fear of examinations, and decreased productivity were significantly associated with increased depression. In addition, 75% and 79% of the students suffered from stress and fear of examinations, respectively. About half of the students were associated with increased depression. The outcome also indicated that female students experienced extreme depression, stress, and fear of examinations more than males.ConclusionThese findings can inform government agencies and representatives of the importance of making swift, effective decisions to address students’ depression levels. It is essential to provide training for students to change their educational experience mindset, which might help decrease "depression and stress-related growth." There is also a need to search for a better virtual teaching delivery method to lessen students' stress and fear of examinations.