Abstract Introduction: This study aimed to investigate the direct and indirect effects of dysfunctional attitudes (perfectionism and dependency) and age on depression, anxiety, and stress and the mediator role of self-esteem in these relationships in undergraduate university students. Methods: This study was designed as a relational study to examine the relationships between dysfunctional attitudes, depression, anxiety, stress, self-esteem, and age using path analysis technique. The participants consisted of 407 undergraduate university students, 287 females and 120 males. The data were collected using the Depression, Anxiety, Stress Scale (DASS-21), the short form of the Dysfunctional Attitudes Scale (DAS-17), the Rosenberg Self-esteem Scale, and Demographic Information Form. Results: The findings showed that perfectionism positively affected the participants’ depression and stress levels; however, direct effect of the perfectionism on anxiety was not significant at the alpha level of .05. Dependency directly and positively affected their stress level; however, it did not have a significant effect on their depression and anxiety levels. Self-esteem and age directly and negatively affected their depression, anxiety, and stress levels. Perfectionism and dependency negatively affected their self-esteem. Finally, dependency positively affected their depression, anxiety, and stress levels through the mediation of self-esteem. Discussion: The findings showed that the students with high self-esteem would stay away from depression, anxiety, and stress. University students, who want to be flawless in all tasks and to be approved by others, have difficulties in making positive judgments about their selves. When the perfectionist and dependent students face difficulties, they may react emotionally, physically or behavioraly, and may feel disappointed, unhappy, guilty or depressed. The students who lose self-esteem, self-confidence, and optimism due to not feeling perfect may be more depressive and stressful. Self-esteem was found to have a full mediator role in the relationship between dependency and both depression and anxiety. The beliefs about the necessity of approval by others for being happy indirectly lead to worries about experiencing bad events in the future and being sad, unhappy, and depressed. These beliefs increase the negative self-judgments and cause losing self-confidence and underestimating the abilities and success. When the university students lose their self-esteem due to being disapproved by others, they may feel guilty, unhappy, depressive, and anxious. Self-esteem had a partial mediator role in the relationship between dependency and stress. Considering that stress is a reaction occurring when an individual feels threatened, it might be thought that the university students, who have beliefs about dependency, feel more threatened. The students who are not approved by others lose their self-esteem, so they may experience more stress. Finally, the increase in age led to a decrease in depression, anxiety, and stress. In addition to the developmental difficulties, the difficulties about university life may cause younger university students to experience more depression, anxiety, and stress. Limitations: The data were collected from the students enrolled in the same university in the South-Eastern Anatolia Region of Turkey. The gender distribution of the participants was not balanced. The participants of this study were selected using the convenience sampling method. This study was designed quantitatively. Conclusion: The results revealed that low self-esteem and the presence of dysfunctional attitudes were important risk factors in terms of university students’ mental health. In order to prevent depression, anxiety, and stress in university students, the university counseling centers may organize individual or group counseling practices. These counseling practices should aim to support the development of self-esteem. Besides, psycho-educational programs aiming to increase self-esteem should be conducted.