The aim of this study was to determine the prevalence of psychological stress among medical students and to identify its symptoms and association with depression. A cross-sectional study design was used. Three-hundred and ninety-six medical students at a university in Malaysia were included in the study. Tools similar to the General Health Questionnaire (GHQ-12) and Beck Depression Inventory (BDI) were used to screen for psychological stress and depression, respectively. 41.9% of the medical students were found to have psychological stress, which was significantly associated with depression (chi2=4.636, df=1, p<0.05). Psychological stress is common among medical students and is associated with depression.