The impact of food insecurity on mental health has not yet been examined in graduate students, a population widely considered at elevated risk for financial strain and negative mental health outcomes. This study aimed to derive initial prevalence estimates of food insecurity in a sample of current graduate students at a large state university and to elucidate the relationship between food insecurity and depression, anxiety and stress in this sample. Cross-sectional online survey including the US Household Food Security Survey Module: Six-Item Short Form and the Depression, Anxiety, and Stress Scales (DASS-21). University in the northeastern region of the USA. Two hundred sixty-three graduate students. In the present sample, 59·7 % of participants reported high/marginal food security, 18·5 % reported low food security and 21·8 % reported very low food security. Graduate students with very low food security reported significantly greater depression (η2 = 0·09), anxiety (η2 = 0·10) and stress (η2 = 0·10), compared with those with low food security and high food security (all P's < 0·001). Food insecurity occurred in nearly half of the graduate students surveyed, and very low food security was associated with elevated levels of depression, anxiety and stress. Findings highlight the need to address food insecurity and associated elevated mental health problems present among graduate students.