BackgroundExistential anxiety (EA) is an expression of loneliness. Although depression, anxiety, and stress have been extensively studied worldwide, research on EA in the sociocultural context of the Arab–Muslim society is scarce. This study aimed to determine the prevalence of EA among undergraduate students in Jeddah, Saudi Arabia, by examining the association between EA and depression, anxiety, and stress.ResultsThis cross-sectional study of 811 undergraduate students at three large Saudi universities was conducted between June and July 2018. Data collection involved demographic information, EA testing (using a validated questionnaire modified for the Saudi Arabian context), and the Depression, Anxiety, and Stress Scale to test for depression, anxiety, and stress. The average age of the participants was 21 years, and 77.2% were female. The prevalence of EA was 71.1% in all students and was significantly correlated with depression (rp = 0.73, p < 0.001), general anxiety (rp = 0.47, p < 0.001), and stress (rp = 0.54, p < 0.001).ConclusionsThere was a high prevalence of EA among university students in Saudi Arabia, and EA was strongly correlated with depression, anxiety, and stress. This study emphasizes the importance of additional research on the underlying causes of EA among university students.