Background Depression is an important public health issue that affects many university studentsworldwide. It causes a wide range of physiological impairments, resulting in high mortality and morbidity rates. Regardless of the severity of the situation, the lack of knowledge about depression prevents them from seeking help. Furthermore, many individuals mistakenly believe that supernatural powers cause mental illnesses, which leads them to seek treatment from traditional healers instead of medical professionals. Therefore, video is a suitable instrument for disseminating information about depression because it corresponds to the younger generations' preferred method of accessing information. However, there is a scarcity of research on the development of psychoeducational videos aimed at improving depression literacy among university students in Malaysia. Hence, this study was conducted to address this research gap. Methods The study was conducted from October 2022 to October 2023, following the guidelines of video production and the principles of psychoeducation. During the preproduction phase, the script was written based on medical reference books and medically reviewed websites. The script's consistency, relevance, representativeness, and clarity were validated by five subject-matter experts. Subsequently, it was translated into Malay, which is the national language of Malaysia, to create subtitles. This wasfollowed by script breakdown, storyboard and shot list creation, location scouting, blocking, shooting schedule, preparing call sheets, and recruiting talents. The production phase included the activities of voiceover recordings and filming, followed by the post-production phase, which consisted of video editing. Nine subject matter experts and 30 end-users validated the video by assessing its functionality, usability, efficiency, audio-visual style, and setting. Results The video script scored an overall item-level content validity index (I-CVI) and scale-levelcontent validity indexbased on the average method (S-CVI/Ave) value of 1 for the domains of consistency, relevancy, representativeness, and clarity. On the other hand, the video's I-CVI and S-CVI/Ave scores indicated that it met the minimum acceptable valueof 0.78(with a range of 0.78 to 1) and 0.9 (with a range of 0.92 to 0.98) in the domains of functionality, usability, efficacy, audiovisual technique, and setting. Similarly, the video'sitem-level face validity index (I-FVI) achieved a minimal value of 0.80 (with a range of 0.87 to 1) across all domains following validation by 30 end-users. The video's scale-level face validity index based on the average method (S-FVI/Ave) scored 0.91, 0.96, and 0.97 for functionality, usability, and consistency domains, while the audiovisual technique and setting domains scored 0.94 and 0.98, respectively. The feedback from participants included reducing the video speed to increase subtitle readability, replacing gloomy background music with a more vibrant composition and tempo, and substituting stock videos with footage depicting Asian settings. Conclusion The psychoeducational video, titled "Educating University Students About Depression: A Short Documentary," serves as a valid instrument for disseminating information pertaining to depression. The practical application of this video has the potential to improve depression literacy and mitigate the adverse consequences of depression among university students.