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Background: Few studies have examined modifiable psychosocial risk factors for mental disorders among university students, and of these, none have employed measures that correspond to clinical diagnostic criteria. The aim of this study was to examine psychosocial and demographic risk factors for major depression and generalised anxiety disorder (GAD) in a sample of Australian university students. Methods: An anonymous web-based survey was distributed to undergraduate and postgraduate students at a mid-sized Australian university. A range of psychosocial and demographic risk factors were measured, and logistic regression models were used to examine significant predictors of major depression and GAD. Results: A total of 611 students completed the survey. The prevalence of major depression and GAD in the sample was 7.9 and 17.5%, respectively. In terms of demographic factors, the risk of depression was higher for students in their first year of undergraduate study, and the risk of GAD was higher for female students, those who moved to attend university, and students experiencing financial stress. In terms of psychosocial factors, students with experience of body image issues and lack of confidence were at significantly greater risk of major depression, and feeling too much pressure to succeed, lack of confidence, and difficulty coping with study was significantly associated with risk of GAD. Conclusions: University students experience a range of unique psychosocial stressors that increase their risk of major depression and GAD, in addition to sociodemographic risk factors. It is important to examine psychosocial factors, as these are potentially modifiable and could be the focus of university-specific mental health interventions. [ABSTRACT FROM AUTHOR]