Students at universities increasingly struggle with mental health issues such as anxiety, depression, and stress. The present prevalence of these diseases may arise in the event of a crisis such as the coronavirus disease 2019 (COVID-19) pandemic. To estimate the level of anxiety, depression, and stress in female university nursing students, and to identify predictors for students' anxiety, depression, and stress during the COVID-19 pandemic. An online cross-sectional descriptive study was conducted using a convenient sample of 115 female university nursing students. The Depression Anxiety Stress Scale (DASS-21) questionnaire was used to assess symptoms of anxiety, depression, and stress. Multivariate linear regression was used to identify predictors of anxiety, depression, and stress. Stress, anxiety, and depression had prevalence rates of 23.7%, 18.5%, and 34.6%, respectively. Significant anxiety predictors included family support, family salary, being diagnosed with chronic illness, and being exposed to patients with COVID-19. Significant correlations were found between family support, family salary, family history of mental illness, and fear of being infected with COVID-19 and depression in female university nursing students. Students' levels of stress were predicted by family support. The level of anxiety, depression, and stress among female university nursing students was determined to be moderate. It is advised that university nursing students receive interventions that support their mental health.