Objectives: The aim of this study was to investigate the prevalence of and relationship between selfesteem and depression, anxiety, and stress among dental and medical students in governmental and private colleges in Saudi Arabia. Materials and Methods: In this cross-sectional study, 645 clinical and intern dental and medical students in Jeddah, Saudi Arabia, were recruited to assess their self-esteem, depression, anxiety, and stress. A self-reported questionnaire was used that included the 21-item Depression, Anxiety, and Stress Scale (DASS-21) and the Rosenberg self-esteem scale (RSES). Data were analysed using linear regression, t-test, and one-way ANOVA tests run with SPSS Statistics software. Results: A significant inverse relationship was found between self-esteem and depression, anxiety, and stress. The prevalence of depression was high at 67.4%, anxiety was 79.7%, stress was 64%, and low self-esteem was 23.4%. Depression and stress were the highest among Saudis. Stress was higher among non-married and clinical year students than for married students and interns. Students with higher incomes had lower self-esteem. There was no significant relationship with regards to differences in gender, dental or medical studies, and governmental or private college students. Conclusion: Low self-esteem is related to depression, anxiety, and stress. Among dental and medical students in Saudi Arabia, there is a high level of psychological distress, and a considerable percentage of students report low self-esteem. More interventional programs are recommended to help boost the self-esteem and psychological well-being of these students.