This study examined the relationship between academic stress, anxiety, depression on self-esteem among undergraduate students of Nasarawa State University, Keffi. A correlational survey research design was adopted to explore how these psychological variables interact without manipulation. A total of 200 students were selected using stratified random sampling based on faculty, level, and gender to ensure representativeness. Data were collected using the Depression, Anxiety and Stress Scale (DASS-21) and the Rosenberg Self-Esteem Scale (RSES), both of which have demonstrated satisfactory reliability in Nigerian populations. Descriptive statistics and Pearson Product-Moment Correlation were employed for data analysis using SPSS version 27. Findings revealed significant but weak positive relationships between academic stress and self-esteem (r = .20, p < .05), anxiety and self-esteem (r = .21, p < .05), and depression and self-esteem (r = .20, p < .05). Contrary to dominant literature, the results suggest that increases in stress, anxiety, and depression were associated with slight increases in self-esteem among the sampled students. These outcomes may reflect contextual and cultural influences, where psychological distress is appraised as a challenge and moderated by resilience factors such as social and religious support systems. The study concludes that academic stress, anxiety, and depression are significant predictors of self-esteem, though their effects may vary depending on individual perception and coping mechanisms. It highlights the need for institutional interventions, including counseling services, mental health education, and peer support programs, to enhance students’ psychological well-being.