ABSTRACT The purpose of the current study was to explore the relationships between depression, self-esteem, and loneliness among Turkish pre-service teachers. The study emphasized that it is valuable to address psychological well-being and social support of students preparing for the Public Personnel Selection Examination (PPSE). The study, which was a sequential explanatory design, included 322 college of education students. The quantitative results indicated that there was a strong correlation between depression, self-esteem, and loneliness scores. Depression significantly predicted self-esteem. When depression scores increased, self-esteem scores decreased. Furthermore, the findings indicated that individuals who had higher self-esteem scores, had lower loneliness scores. Qualitative results showed that time management, test anxiety, and performance-related issues were among the difficulties encountered during PPSE preparation. The results of the current study demonstrated the significance of emphasizing social support, useful coping mechanisms, and attending to students’ psychological and emotional health during high-stakes exams such as the PPSE.