The novel human coronavirus disease COVID-19 has been continuing to spread around the world, causing serve economic and social consequences worldwide. From the fourth wave of COVID-19 pandemic, thousands of Vietnamese people have been infected every day, making it the biggest outbreak of COVID-19 in Vietnam. Due to the most serve wave of COVID-19 in Vietnam, the concerns about a rising mental health burden have been grown. University students who are still suffering are one of the hardest-hit subjects of the pandemic. This study aims to determine the level of depression, attitudes, and behaviours of university students in Vietnam under these circumstances. A cross-sectional online survey was conducted on nationwide students from August to September 2021. The Patient Health Questionnaire-9 (PHQ-9) scale was used to evaluate the level of depression. The difference between the percentages of qualitative variables was tested using the Chi-square test. Out of a total of 302 university students, 46.0% had depression symptoms, 6.0% and 3.6% for moderately severe and severe, respectively. 80.5% of university students adhered to the Vietnamese 5K guideline. However, 33.4% of students did not wash their hands after coughing and sneezing. Additionally, 44.7% of university students increased physical activity at home; 36.8% used electronic devices over 8 hours/day for sedentary entertainment. The findings indicate a high risk of depression and decreased physical activity among university students during the COVID-19 pandemic. It is expected that the mental health problems of Vietnamese university students during and after the pandemic should be paid an intense attention from both the government and universities to eliminate the depression of university students.