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Introduction & Objective: Depression is the most common psychiatric disorder reported among college students. Evidence suggests that depression rate is especially high among medical students. The goal of this study was to examine the relationship of general self-efficacy and social support with depression levels of university students. Materials & Methods: This was a descriptive analytic study carried out among 235 students in Hamadan University of medical sciences. Samples were classified with the appropriate assignment done and gathering information from standard questionnaires (Beck Depression Inventory test & General Self Efficacy Scale & Perceived Social Support Scale). The data were analyzed by SPSS-13. Results: 37 percent of students showed different degrees of depression. A significant negative correlation was found among depression, self efficacy (P.value= 0.000, r= -0.581), and social support (P.value= 0.000, r= -0.617). Also the results showed that there was significant relationship between depression and student's dwelling (P<0.05). Conclusion: These findings also indicated the potential roles of social support in mediating depression. According to the results self efficacy strategies could improve the students' mental health.