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Background: Life in college and university can be stressful. It was intended to evaluate mental health, specifically depression, anxiety, substance use, and stress among management students to explore the need for support in a campus. Methods: It was a cross-sectional study in the setting of a university campus. Using a questionnaire method, students of the Master of Business Administration course were evaluated for stress, depression, anxiety, and substance use. Generalized Anxiety Disorder-7 (GAD-7) and Patient Health Questionnaire-9 were used for assessing anxiety and depression. Stress explored through open-ended questions was later categorized. Results: Majority of students (60.7%) reported stress which was broadly course-related and personal issues. Stress was significantly associated with anxiety and depression. Around 36.1% of students had anxiety and 44.2% had depression at a clinically relevant level. The proportion of students reporting wish to die or self-harm ideas nearly every day was 11.5%. Substance use was reported by 18.3%. In contrast to these proportions, only 10% of students acknowledged having mental health problems. Conclusion: Considerable mental health concerns exist in students. The results highlight the need for specific mental health promotion and preventive health actions in a university campus.