Depression is a common mental health problem with a higher prevalence in medical students than in the general population. This study aims to investigate the association between depressive symptoms, particularly those in each domain of the Center for Epidemiological Studies Depression (CES-D) Scale, and related factors. A cross-sectional study was conducted with a random sample of 1319 medical students at Haiphong University of Medicine and Pharmacy in 2016. The CES-D scale and a self-reported questionnaire were used to identify the prevalence of depressive symptoms and related risk factors. Univariate and multivariate logistic regression were performed to assess the risk factors associated with depressive symptoms and the score for each structure factor. Depressive symptoms were observed in 514 (39%) students, including more males than females (44.2% vs 36.9%, p = 0.015). Students whose mothers' highest education level was primary school had a higher prevalence of depressive symptoms than students whose mothers had higher education levels (p = 0.038). There was a significant relationship between depressive symptoms and stressful life events, especially a decline in personal health. A higher correlation was found between the somatic complaints and depressive affect domains. The impacts of risk factors differed for each domain of the depression scale. Only the factor of achieving excellence showed no statistically significant associations with depressive symptoms and the scores on the four domains considered in this study. The high prevalence of depressive symptoms among medical students with risk factors and the impact of these risk factors on each domain of depression scale need further clarification to alleviate depression in students during their medical training.