Introduction: Depression is currently one of the significant mental health problems worldwide. Depression can lead to multiple emotional and physical issues and decrease a person's ability to function. It affects someone's feelings, thoughts, and actions. Evidence shows that the prevalence of depression is higher among university students than the average population, with those in Asian countries being more severely affected. This study aims to determine the prevalence and levels of depression among students in a public university in Sabah and to measure the various associated factors with depression which include the year of study they were in. Methods: This is a crosssectional study with 260 respondents from a public university in Borneo, Malaysia. The Patient Health Questionnaire (PHQ-9) was used to measure the level of depression. The sociodemographic questionnaire was included for sociodemographic profiling, particularly the year of study they were in at the time of the study. The International Physical Activity Questionnaire (IPAQM) was used to assess physical activity. Participants answered the given questionnaires through Google form. Binary logistic regression was used to test the associations between depression and variables of interest while adjusting for confounders. Results: Findings showed the prevalence of depression among university students in a public university in Borneo was 82%, with 46% having mild depression, 30.0% having moderate depression, 17.9% having moderate-severe depression, and 6.1% having severe depression. The year of study was significantly associated with depression. Students in Year 1 and Year 2 were two to three times more likely to experience a higher level of depression than those in Year 3 and Year 4. (OR: 2.55, 95% CI: 1.25, 4.06). Conclusion Given that junior students were more prone to a higher level of depression due to adjustment factors, the university and health care providers should target this group while implementing programs and interventions.